Dynamic Linkages and Volatility Spillover

Released on by Bhaskar Bagchi
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  • Dynamic Linkages and Volatility Spillover Book Detail

  • Author : Bhaskar Bagchi
  • Release Date : 2016-11-01
  • Publisher : Emerald Group Publishing
  • Genre : Business & Economics
  • Pages : 225
  • ISBN 13 : 1786355531
  • File Size : 84,84 MB
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Dynamic Linkages and Volatility Spillover by Bhaskar Bagchi PDF Summary

Book 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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Dynamic Linkages and Volatility Spillover

Dynamic Linkages and Volatility Spillover

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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. Unfortun

Financial and Macroeconomic Connectedness

Financial and Macroeconomic Connectedness

File Size : 71,71 MB
Total View : 8417 Views
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Connections among different assets, asset classes, portfolios, and the stocks of individual institutions are critical in examining financial markets. Interest i