Unraveling COVID-19-induced volatility spillover: a study of the dynamic interplay between NIFTY 50 spot and options markets - Tokas, Nisha; Gahlot, Ruchika; Puri, Neha; Gupta, Himani; Malhotra, Kunal (Seonmul yeongu (Online), 2025)
Keywords: Diebold Yilmaz; GARCH; Nifty 50; Option market; Spot market; Volatility spillover; 경영학