Dynamic Linkages and Volatility Spillover

Language: English

Published by Emerald Publishing Limited, GB, 2016

178635554X / 9781786355546

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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. Although considerable literature on relationship between exchange rates and stock markets as well as affiliation between oil prices and stock markets is available, 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 covering pre-recession, recession and post-recession period. More particularly, a clear research gap has been found in analyzing the volatility spillovers between above three variables in respect of India irrespective of the importance of oil prices and exchange rates as essential parameters for economic recovery and growth of the capital markets. Furthermore, the stock returns volatility is partly explained by volatility in crude oil prices and exchange rates. The volatility in stock markets is partly due to foreign interference that persuades a correlation with international markets through crude oil prices and exchange rates. Hence, a new publication on this topic is needed at this time.…

Seller Inventory # LU-9781786355546

Title
Dynamic Linkages and Volatility Spillover
Author
Bhaskar Bagchi, Dhrubaranjan Dandapat, Susmita Chatterjee
Publisher
Emerald Publishing Limited, GB
Publication year
2016
Condition
New
Binding
Hardback
Language
English
ISBN 10
178635554X
ISBN 13
9781786355546
Item weight
666 grams

Rarewaves USA

HEBRON, KY, U.S.A.

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