Return and volatility spillover between stock price and exchange rate : Indian evidence
Sayantan Bandhu Majumder; Ranjanendra Narayan Nag
| Year of publication: |
2015
|
|---|---|
| Authors: | Majumder, Sayantan Bandhu ; Nag, Ranjanendra Narayan |
| Published in: |
International journal of economics and business research. - Olney, Bucks. : Inderscience, ISSN 1756-9850, ZDB-ID 2481914-1. - Vol. 10.2015, 4, p. 326-340
|
| Subject: | stock market | foreign exchange market | spillover | Volatilität | Volatility | Wechselkurs | Exchange rate | Devisenmarkt | Foreign exchange market | Spillover-Effekt | Spillover effect | Aktienmarkt | Stock market | Indien | India | Börsenkurs | Share price | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJEBR.2015.072503 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011449241