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

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.