Seth, Neha; Singhania, Monica - In: Journal of Advances in Management Research 16 (2019) 3, pp. 294-312
Purpose: The purpose of this paper is to analyze the existence of volatility spillover effect in frontier markets. This study also examines whether any linkages exist among these markets or not. Design/methodology/approach: Monthly data of regional frontier markets, from 2009 to 2016, are...