| dc.contributor.author | Bal, Debi Prasad | |
| dc.date.accessioned | 2023-02-02T10:36:34Z | |
| dc.date.available | 2023-02-02T10:36:34Z | |
| dc.date.issued | 2021 | |
| dc.identifier.uri | https://doi.org/10.46557/001c.21380 | |
| dc.identifier.uri | http://dspace.bits-pilani.ac.in:8080/xmlui/handle/123456789/8919 | |
| dc.description.abstract | This paper examines the linear and nonlinear relationship between daily confirmed COVID-19 cases and sectoral stock market volatility in India. The linear Granger causality test reveals bidirectional causality. Further, we observe that bidirectional nonlinear Granger causality exists between stock market volatility and COVID-19. This implies that the historical and lagged information can have a significant role in predicting COVID-19 cases and the stock market. | en_US |
| dc.language.iso | en | en_US |
| dc.publisher | Asian Economics Letters | en_US |
| dc.subject | Economics and Finance | en_US |
| dc.subject | COVID-19 | en_US |
| dc.subject | Stock Market Development | en_US |
| dc.title | Sectoral Nonlinear Causality Between Stock Market Volatility and the COVID-19 Pandemic: Evidence From India | en_US |
| dc.type | Article | en_US |
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