Cointegration of "MIBOR" with rupee-dollar and rupee-yen exchange rates : estimating volatility spill-overs and asymmetry
Year of publication: |
2022
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Authors: | Shukla, Upendra Nath ; Tandon, Neelam ; Tandon, Deepak ; Gupta, Hemendra |
Published in: |
Afro-Asian Journal of Finance and Accounting : AAJFA. - Genève [u.a.] : Inderscience Enterprises, ISSN 1751-6455, ZDB-ID 2408741-5. - Vol. 12.2022, 6, p. 691-711
|
Subject: | capital market | cointegration | exchange rates | India | interest rates | MIBOR | money market | symmetry | volatility | Kointegration | Cointegration | Volatilität | Volatility | Wechselkurs | Exchange rate | Indien | Schätzung | Estimation | Finanzmarkt | Financial market | Zins | Interest rate | Geldmarkt | Money market | Schätztheorie | Estimation theory | Internationaler Finanzmarkt | International financial market |
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