Correlations, Return and Volatility Spillovers in Indian Exchange Rates
Year of publication: |
2014
|
---|---|
Authors: | Kumar, Dilip |
Published in: |
Global Business Review. - International Management Institute. - Vol. 15.2014, 1, p. 77-91
|
Publisher: |
International Management Institute |
Subject: | Indian exchange rates | VAR (1)-MVGARCH (1 | 1) | volatility spillover | time-varying conditional correlation |
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