Dynamic Linkages and Volatility Spillover

Dynamic Linkages and Volatility Spillover
Author: Bhaskar Bagchi
Publisher: Emerald Group Publishing
Total Pages: 225
Release: 2016-11-01
Genre: Business & Economics
ISBN: 1786355531


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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.