Volatility spillovers between foreign exchange markets of India and China
Surender Kumar, Puneet Dublish, Moon Moon Haque
| Year of publication: |
June 2016
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|---|---|
| Authors: | Kumar, Surender ; Dublish, Puneet ; Haque, Moon Moon |
| Published in: |
Asia-Pacific journal of management research and innovation : APJMRI. - Los Angeles [u.a.] : Sage, ISSN 2319-510X, ZDB-ID 2838029-0. - Vol. 12.2016, 2, p. 134-144
|
| Subject: | Foreign exchange rate | volatility | asymmetric effects | GARCH | EGARCH | Volatilität | Volatility | China | Indien | India | Wechselkurs | Exchange rate | ARCH-Modell | ARCH model | Devisenmarkt | Foreign exchange market | Spillover-Effekt | Spillover effect |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1177/2319510X16680660 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011720265