Cointegration of "MIBOR" with rupee-dollar and rupee-yen exchange rates : estimating volatility spill-overs and asymmetry
Upendra Nath Shukla, Neelam Tandon, Deepak Tandon, Hemendra Gupta
| 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
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| Subject: | capital market | cointegration | exchange rates | India | interest rates | MIBOR | money market | symmetry | volatility | Volatilität | Volatility | Wechselkurs | Exchange rate | Kointegration | Cointegration | Indien | Schätzung | Estimation | Finanzmarkt | Financial market | Zins | Interest rate | Geldmarkt | Money market | Internationaler Finanzmarkt | International financial market | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/AAJFA.2022.127942 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014230070