Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource Articles Article Faculty Publications -Articles Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource Causality and volatility spillovers of banks' stock price returns on BSE Bankex returns Subject The topic of the resource bank stocks; BSE Bankex; causality; GARCH; volatility spillover Description An account of the resource This paper investigates the causal relationships and volatility spillovers between the BSE Bankex index and the stock prices of five major Indian banks (Axis Bank, HDFC Bank, ICICI Bank, Kotak Bank, and SBI). Daily data from January 2, 2018 to March 8, 2023 are used, and statistical techniques such as descriptive statistics, Unit Root test, Cointegration test, Ganger Causality test, OLS regression, and GARCH model are employed. The study finds bidirectional causal relationships between the bank stocks and BSE Bankex returns, suggesting that the movement of the bank stocks significantly affects the overall market returns and vice versa. The study also finds significant volatility spillovers between the bank stocks and BSE Bankex returns, implying that the shocks in the bank stocks affect the market returns and vice versa. The study's outcomes have practical implications for investors and policymakers. Investors can use the results to make informed investment decisions in the Indian stock market, while policymakers can use the findings to monitor the financial stability of the banking sector and design appropriate policy interventions to address any potential financial crises. Overall, the study's findings suggest that policymakers should proactively monitor and manage market risks to safeguard overall financial stability. 2023 Wiley Periodicals LLC. Creator An entity primarily responsible for making the resource Subburayan B. Source A related resource from which the described resource is derived Journal of Corporate Accounting and Finance, Vol-35, No. 1, pp. 59-75. Publisher An entity responsible for making the resource available John Wiley and Sons Inc Date A point or period of time associated with an event in the lifecycle of the resource 2024-01-01 Identifier An unambiguous reference to the resource within a given context <a href="https://doi.org/10.1002/jcaf.22648" target="_blank" rel="noreferrer noopener">https://doi.org/10.1002/jcaf.22648</a> <br /><br /><a href="https://www.scopus.com/inward/record.uri?eid=2-s2.0-85162635165&amp;doi=10.1002%2Fjcaf.22648&amp;partnerID=40&amp;md5=ae0abee1dcbd32ab6b594ae8eaa3417e" target="_blank" rel="noreferrer noopener">https://www.scopus.com/inward/record.uri?eid=2-s2.0-85162635165&amp;doi=10.1002%2fjcaf.22648&amp;partnerID=40&amp;md5=ae0abee1dcbd32ab6b594ae8eaa3417e</a> Rights Information about rights held in and over the resource Restricted Access Relation A related resource ISSN: 10448136 Format The file format, physical medium, or dimensions of the resource Online Language A language of the resource English Type The nature or genre of the resource Article Coverage The spatial or temporal topic of the resource, the spatial applicability of the resource, or the jurisdiction under which the resource is relevant Subburayan B., Christ University School of Business and Management, Karnataka, Bangalore, India