Rachna Jawa
Biographic Data
| ID | 8968800 |
|---|---|
| NAME | Rachna Jawa |
| GIVEN NAMES | Rachna |
| FAMILY NAME | Jawa |
| SIGNATURE | JAWA R |
| AFFILIATIONS | University of Delhi |
| VERIFIED | No |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 1 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2026 |
| LATEST PUBLICATION YEAR | 2026 |
| H-INDEX | 0 |
Volatility Spillover Between Nifty Fifty Index and Selected Mutual Funds in Indian Stock Market
Purpose: This study aims to examine the volatility spillover effects and measure the time varying correlations between nifty fifty index and selected mutual funds in Indian mutual fund market. Methodology: The research uses Exponential GARCH proposed by Nelson (1991) to explore the direction and magnitude of spillover effects between nifty fifty index and selected mutual fund. It employs Dynamic Conditional Correlation (DCC) GARCH proposed by Eng…
No prominent works on this page.
Volatility Spillover Between Nifty Fifty Index and Selected Mutual Funds in Indian Stock Market
Purpose: This study aims to examine the volatility spillover effects and measure the time varying correlations between nifty fifty index and selected mutual funds in Indian mutual fund market. Methodology: The research uses Exponential GARCH proposed by Nelson (1991) to explore the direction and magnitude of spillover effects between nifty fifty index and selected mutual fund. It employs Dynamic Conditional Correlation (DCC) GARCH proposed by Eng…
Autoregressive conditional heteroskedasticity (1 work) · Financial Markets and Investment Strategies (1 work) · Financial Risk and Volatility Modeling (1 work) · Heteroscedasticity (1 work) · Market Dynamics and Volatility (1 work) · Mutual fund (1 work) · Spillover effect (1 work) · Stock market (1 work) · Stock market index (1 work)