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A Study on Volatility of Indian Banks

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Abstract

Volatility could impact the banking sector negatively. The present study has conducted to understand the volatility persistence for Indian banking sector during the period 1/1/2020 to 16/8/2024. 13 banks were selected for the study. The log difference series showed there is heteroskedasticity and ARCH effect. ARCH (1, 1) Model was employed to understand the conditional volatility in Indian Banking Sector.

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Title
A Study on Volatility of Indian Banks
Authors
Arsha Shaju
R. Sathish
Sini M. George
Copyright Year
2025
DOI
https://doi.org/10.1007/978-3-031-86712-5_27
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