Exchange rate return and volatility spillover across major trading partners of India
Bibhuti Ranjan Mishra, Ashis Kumar Pradhan, Aviral Kumar Tiwari, Aruna Kumar Dash, and Mothkuri Aruna
| Year of publication: |
2020
|
|---|---|
| Authors: | Mishra, Bibhuti Ranjan ; Pradhan, Ashis Kumar ; Tiwari, Aviral Kumar ; Dash, Aruna Kumar ; Aruna, Mothkuri |
| Published in: |
Journal of Asia Pacific business. - Philadelphia, PA : Routledge, Taylor & Francis Group, ISSN 1528-6940, ZDB-ID 2113041-3. - Vol. 21.2020, 2, p. 80-101
|
| Subject: | DY spillover | Foreign exchange market | GJR-GARCH | India | Indien | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Devisenmarkt | Wechselkurs | Exchange rate | ARCH-Modell | ARCH model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/10599231.2020.1745047 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012258208