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Examining the Time Varying Spillover Dynamics of Indian Financial Indictors from Global and Local Economic Uncertainty
Authors:Kumar  Pawan  Singh  Vipul Kumar
Institution:1.National Institute of Industrial Engineering (NITIE), Vihar Lake, P.O. NITIE, Mumbai, 400087, India
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Abstract:Journal of Quantitative Economics - The research aims to excavate the role of global (Fed Rate, Crude, Real Dollar Index) and endogenous economic variables (GDP and Consumer Price Index) in shaping...
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