Corrigendum: Cross-sectoral return and volatility spillovers in Indian banking: public vs. private sector analysis

Key Points

Volatility spillover results indicate differences between public and private sector banking outcomes.
The corrected GARCH term value now reads 0.804858**, enhancing data accuracy.
Analysis of return spillovers reveals distinct patterns in public versus private banking sectors.
The need for accurate reporting during submission emphasizes the importance of data integrity.

Abstract

It has come to the attention of the publisher that the article by Kumar. S., Sharma. D. (2025), “Cross-sectoral return and volatility spillovers in Indian banking: public vs. private sector analysis”, Journal of Economic and Administrative Sciences, Vol. ahead-of-print, No. ahead-of-print, https://doi.org/10.1108/JEAS-10-2024-0389, contained errors in Table A4 and Figure A2.Table A4 contains the incorrect value of “0.804858*8” for the row “GARCH term (β)”; this value should read as “0.804858**”. The corrected Table A4 and Figure A2 are provided below:Table A4. Volatility spillover resultsBidirectional volatility spilloverUnidirectional positive volatility spilloverUnidirectional negative volatility spilloverThe publisher asks that details be entered correctly at submission and confirmed at the article proofing stage.

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Cite This Study

A Thu, study studied this question.

synapsesocial.com/papers/69a7613dc6e9836116a2ef81 https://doi.org/https://doi.org/10.1108/jeas-01-2026-0097

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