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 Dynamic Connectedness and Volatility Spillover Effects of Indian Stock Market with International Stock Markets: An Empirical Investigation Using DCC GARCH Subject The topic of the resource Contagion effects; DCC-GARCH; Dynamic connectedness; Emerging economies; Indian stock market; Interdependence; International stock market; Volatility spillover Description An account of the resource This study employs the DCC-GARCH model to investigate the dynamic connectedness between the Indian and significant global stock markets. Specifically, we examine daily log returns data of the National Stock Exchange (NSE) index and several international indices, including the United States, Australia, China, Germany, England, Japan, and Taiwan. Our analysis indicates a significant level of volatility spillover between the Indian stock market and the international stock market. Notably, we observe a significant positive spillover effect from the S&amp;P 500 and FTSE 100 to the Indian stock market, suggesting contagion effects. Additionally, we find bidirectional spillover between the Indian stock market and the Nikkei 225 and Hang Seng, indicating a high level of interdependence between these markets. Our research contributes to the growing literature on the dynamic connectedness of stock markets and has important implications for policymakers and investors in emerging economies such as India. Overall, this study provides valuable insights into the nature and extent of spillover effects between the Indian and international stock markets. 2023 University of Pardubice. All rights reserved. Creator An entity primarily responsible for making the resource Sainath A.R.; Gnanendra M.; Mohanasundaram T.; James L.; Misra S. Source A related resource from which the described resource is derived Scientific Papers of the University of Pardubice, Series D: Faculty of Economics and Administration, Vol-31, No. 1 Publisher An entity responsible for making the resource available University of Pardubice Date A point or period of time associated with an event in the lifecycle of the resource 2023-01-01 Identifier An unambiguous reference to the resource within a given context <a href="https://doi.org/10.46585/sp31011691" target="_blank" rel="noreferrer noopener">https://doi.org/10.46585/sp31011691</a> <br /><br /><a href="https://www.scopus.com/inward/record.uri?eid=2-s2.0-85171669332&amp;doi=10.46585%2Fsp31011691&amp;partnerID=40&amp;md5=4aaaf0236a4c44a7e740d864a2c602e4" target="_blank" rel="noreferrer noopener">https://www.scopus.com/inward/record.uri?eid=2-s2.0-85171669332&amp;doi=10.46585%2fsp31011691&amp;partnerID=40&amp;md5=4aaaf0236a4c44a7e740d864a2c602e4</a> Rights Information about rights held in and over the resource All Open Access; Gold Open Access Relation A related resource ISSN: 1211555X 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 Sainath A.R., New Horizon College of Engineering, Department of Management Studies, Centre for Research, Bangalore, India; Gnanendra M., New Horizon College of Engineering, Department of Management Studies, Centre for Research, Bangalore, India; Mohanasundaram T., Ramiah Institute of Technology, Department of Management Studies, Bangalore, India; James L., CHRIST, School of Business and Management, Bangalore, India; Misra S., New Horizon College of Engineering, Department of Management Studies, Centre for Research, Bangalore, India