Price and Volatility Linkages between Indian Stocks and their European GDRs
Year of publication: |
2014-07
|
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Authors: | Ray, Partha ; Madhavan, Vinodh |
Institutions: | International Institute of Social and Economic Sciences |
Subject: | Stock Prices | Dual listing | GDR | India | Vector Autoregression | DCC-GARCH |
Series: | Proceedings of International Academic Conferences. - ISSN 2336-5617. |
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Type of publication: | Book / Working Paper |
Notes: | Published in Proceedings of the Proceedings of the 11th International Academic Conference, Jul 2014, pages 286-320 Number 0300812 35 pages |
Classification: | C22 - Time-Series Models ; G15 - International Financial Markets |
Source: |
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