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Dhananjay Sahu

Banaras Hindu University (BHU) - Faculty of Commerce

Asssociate Professor

Uttar Pradesh

India

http://www.bhu.ac.in

SCHOLARLY PAPERS

1

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86

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0

Scholarly Papers (1)

1.

Second Moment Spillover Across Stock and Indian Forex Market During Covid-19 Pandemic

International Journal of Finance, Entrepreneurship & Sustainability (IJFES), Volume-1, Issue -1, 2021
Number of pages: 11 Posted: 15 Mar 2023
Anjali Yadav and Dhananjay Sahu
Banaras Hindu University (BHU) - Faculty of Commerce and Banaras Hindu University (BHU) - Faculty of Commerce
Downloads 86 (771,553)

Abstract:

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contagion, Diebold & Yilmaz (2012), forex market, second moment, stock market, volatility spillover