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Author

Arup Bramha Mohapatra

2 papers indexed here

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Sep 2026

Volatility Spillover Between India and Scandinavian Equity Markets: Evidence from TVP-VAR Frequency Domain

Volatility is a fundamental characteristic of financial markets, which reflects the degree of uncertainty and fluctuations in asset prices and plays a crucial role in investment decisions and portfolio management. In this context, this study examines volatility spillovers between the Indian equity market and selected S...

Arup Bramha Mohapatra · 0 citations
Sep 2026

Do Global Financial Markets Drive Volatility in India? Evidence from a Dynamic Conditional Correlation Model

Market interconnection and dynamic linkages increase the persistence of volatility, as shocks in one market quickly affect others, reflecting their interdependence. In this context, the objective of this study is to examine the conditional volatility and conditional correlation of selected financial markets. This study...

Arup Bramha Mohapatra · 0 citations

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