Dynamic Linkages and Volatility Spillover

Author : Bhaskar Bagchi,Susmita Chatterjee

Hardback

Published : Tuesday 1 November 2016

ISBN : 9781786355546

Price : €100.61

Description

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.

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