Return and volatility spillover effects between the INR-USD exchange rate and BSE SENSEX
Abdullah Shadab, Amit K. Sinha
| Year of publication: |
2022
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|---|---|
| Authors: | Shadab, Abdullah ; Sinha, Amit |
| Published in: |
Finance India : the quarterly journal of Indian Institute of Finance. - Greater Noida, UP : [Verlag nicht ermittelbar], ISSN 0970-3772, ZDB-ID 1130817-5. - Vol. 36.2022, 3, p. 995-1008
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| Subject: | Exchange-rate volatility | SENSEX | stock market | India | Volatilität | Volatility | Indien | Wechselkurs | Exchange rate | Spillover-Effekt | Spillover effect | Aktienmarkt | Stock market | Börsenkurs | Share price | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
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