Bhaskar Bagchi, Dhrubaranjan Dandapat, Susmita Chatterjee, "Dynamic Linkages and Volatility Spillover: Effects of Oil Prices on Exchange Rates and Stock Markets of Emerging Economies"
ISBN: 178635554X | 2016 | EPUB | 224 pages | 7 MB
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.