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Dynamic Linkages and Volatility Spillover

By: India) Bagchi Bhaskar (Alipurduar College (Author) , India) Dandapat Dhrubaranjan (University of Calcutta (Author) , India) Chatterjee Susmita (Maharaja Manindra Chandra College (Author)

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Format: Hardback or Cased Book

ISBN-13: 9781786355546

Publisher: Emerald Publishing Limited

Publication Date: Nov 1st, 2016

Weight: 446 grams

Dimension: 16.30 x 23.90 x 1.80 cms

Category: International finance

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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.

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