...Rufsha Melath; K. Samsudheen Purpose This study aims to investigate the dynamic connectedness of exchange rates in India during turbulent times. It particularly focuses on their sensitivity to fluctuations in oil prices, specifically examining three global crises: the 2008 Global Financial Crisis...

... uncertainty and key sectors of the economy to draw more light on how information is transmitted, the intensity of the spillover as well as the time variations of the spillover. Economic policy uncertainty Time- and frequency-domain Volatility spillovers Dynamic connectedness Emerging market...

... to understand dynamic connectedness. Thirdly, they use an expanded number of countries in their analysis, a departure from existing studies that have in most cases used two countries to understand categorical EPU connectedness. Kingstone Nyakurukwa can be contacted at: knyakurukwa@gmail.com 25 10...