The present paper endeavours to analyse the volatility spill over between crude oil price and exchange rate for India … oil price shocks have similar effects, in terms of magnitude, on exchange rate volatility and also have permanent effect … on exchange rate volatility …

This paper studies the volatility spillover between Islamic equity markets and oil prices. We use a sample of five … countries from the Gulf region. The results show that there is a reduction in the volatility spillover, particularly for the … financial markets. The new structure of volatility spillover has important implications for international investors with respect …