Return, volatility and risk spillover from oil prices and the US dollar exchange rate to the Indian industrial sectors
Dilip Kumar; S. Maheswaran
| Year of publication: |
2013
|
|---|---|
| Authors: | Kumar, Dilip ; Maheswaran, S. |
| Published in: |
Margin: the journal of applied economic research. - Los Angeles, Calif. [u.a.] : Sage, ISSN 0025-2921, ZDB-ID 2442149-2. - Vol. 7.2013, 1, p. 61-91
|
| Subject: | Return spillover | Volatility spillover | Upside risk spillover | Downside risk spillover | GJR-GARCH model | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Wechselkurs | Exchange rate | US-Dollar | US dollar | USA | United States | Indien | India | Ölpreis | Oil price | ARCH-Modell | ARCH model | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Risiko | Risk |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009738171