...Satish Kumar; Devinder Sharma Purpose The stock market and banking sector facilitate the allocation of funds, supporting both short-term and long-term capital distribution, which in turn drives economic activity. The study explores the dynamics of return and volatility spillovers between public...

... to investigate the connectedness among the countries. Findings Germany, the United States, Canada and the UK were the major transmitters, with Germany and the US as the prime net transmitters. Japan, India and Italy were net receivers. Japan consistently receives net spillovers from Canada, Germany...

... only COVID-19 India ARDL Causality Stock market integration Spillover Contagion Understanding the risk associated with markets and the macro-economy requires an understanding of the relationship between financial markets (Gong et al., 2019 ; Huang et al., 2013...

... – The results suggest that foreign bank presence exerts significant spillover effects. At the same time, increased foreign banks appear to impel domestic banks to cut back lending. As regards its impact on growth, the results indicate that although labor does not exert any discernible impact on GDP growth...