Volatility integration of gold and crude oil prices with the interest rates in India
Shailesh Rastogi, Adesh Doifode, Jagjeevan Kanoujiya and Satyendra Pratap Singh
| Year of publication: |
2023
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|---|---|
| Authors: | Rastogi, Shailesh ; Doifode, Adesh ; Kanoujiya, Jagjeevan ; Singh, Satyendra Pratap |
| Subject: | BEKK GARCH | Crude oil | Gold | Interest rates | Volatility spillover | Volatilität | Volatility | Zins | Interest rate | ARCH-Modell | ARCH model | Ölpreis | Oil price | Indien | India | Welt | World | Erdöl | Petroleum | Ölmarkt | Oil market | Spillover-Effekt | Spillover effect | Schätzung | Estimation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/SAJBS-02-2021-0074 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014380642