Volatility spillovers between foreign exchange markets of India and China
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 | Wechselkurs | Exchange rate | ARCH-Modell | ARCH model | Indien | India | China | Spillover-Effekt | Spillover effect | Devisenmarkt | Foreign exchange market |
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