Dynamic Linkages and Volatility Spillover
Author | : Bhaskar Bagchi |
Publisher | : Emerald Group Publishing |
Total Pages | : 225 |
Release | : 2016-11-01 |
ISBN-10 | : 9781786355539 |
ISBN-13 | : 1786355531 |
Rating | : 4/5 (531 Downloads) |
Download or read book Dynamic Linkages and Volatility Spillover written by Bhaskar Bagchi and published by Emerald Group Publishing. This book was released on 2016-11-01 with total page 225 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book examines the dynamic relationship and volatility spillovers between crude oil prices, exchange rates and stock markets of emerging economies. Unfortunately very little research has been conducted to analyze the volatility spillovers and dynamic relationship between crude oil prices, exchange rates and stock markets of India.