Dynamic Linkages and Volatility Spillover
Download or Read eBook Dynamic Linkages and Volatility Spillover PDF 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.
Author | : Bhaskar Bagchi |
Publisher | : Emerald Group Publishing |
Total Pages | : 225 |
Release | : 2016-11-01 |
ISBN-10 | : 9781786355539 |
ISBN-13 | : 1786355531 |
Rating | : 4/5 (39 Downloads) |
Book Synopsis Dynamic Linkages and Volatility Spillover by : Bhaskar Bagchi
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.