Oil price volatility and tail risk dynamics in the Indian stock market : Insights from the CAViaR and TVP-VAR Models
Date
2025-12
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Citation
Pham, S, Srivastava, P & Nguyen, T T T 2025, 'Oil price volatility and tail risk dynamics in the Indian stock market : Insights from the CAViaR and TVP-VAR Models', International Review of Finance, vol. 25, no. 4, e70044. https://doi.org/10.1111/irfi.70044