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Dynamic Linkages and Volatility Spillover

Dynamic Linkages and Volatility Spillover

Effects of Oil Prices on Exchange Rates and Stock Markets of Emerging Economies

by Bhaskar BagchiSusmita Chatterjee and Dhrubaranjan Dandapat
Hardback
Publication Date: 28/10/2016

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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.
ISBN:
9781786355546
9781786355546
Category:
International finance
Format:
Hardback
Publication Date:
28-10-2016
Language:
English
Publisher:
Emerald Publishing Limited
Country of origin:
United Kingdom
Dimensions (mm):
229x152x10mm

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