An empirical examination of volatility spillover between the Indian and US swap markets
Vivek Bhargava; D. K. Malhotra and Philip Russel and Rahul Singh
| Year of publication: |
2012
|
|---|---|
| Authors: | Bhargava, Vivek ; Malhotra, Davinder Kumar ; Russel, Philip ; Singh, Rahul |
| Published in: |
International journal of emerging markets. - Bingley : Emerald, ISSN 1746-8809, ZDB-ID 2257280-6. - Vol. 7.2012, 3, p. 289-304
|
| Subject: | Volatilität | Volatility | Indien | India | Spillover-Effekt | Spillover effect | USA | United States | ARCH-Modell | ARCH model | Swap | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009619895