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Oil price volatility and tail risk dynamics in the Indian stock market : Insights from the CAViaR and TVP-VAR Models

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dc.contributor.authorPham, Son
dc.contributor.authorSrivastava, Pranjal
dc.contributor.authorNguyen, Thao T.T.
dc.contributor.institutionUniversity of Aberdeen.Financeen
dc.date.accessioned2025-10-30T09:00:01Z
dc.date.issued2025-12
dc.descriptionOpen Access via the Wiley agreementen
dc.description.statusPeer revieweden
dc.format.extent25
dc.format.extent1829825
dc.identifier310100523
dc.identifieraa57bdf8-af48-4eb9-ac6c-38aff391174c
dc.identifier.citationPham, 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.70044en
dc.identifier.doi10.1111/irfi.70044
dc.identifier.issn1468-2443
dc.identifier.urihttps://hdl.handle.net/2164/26324
dc.language.isoeng
dc.relation.ispartofInternational Review of Financeen
dc.subjectHG Financeen
dc.subject.lccHGen
dc.titleOil price volatility and tail risk dynamics in the Indian stock market : Insights from the CAViaR and TVP-VAR Modelsen
dc.typeJournal articleen

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