FX volatility impact on Indian stock market : an empirical investigation
Aravind M.
| Year of publication: |
September 2017
|
|---|---|
| Authors: | Aravind M |
| Published in: |
Vision : the journal of business perspective. - Gurgaon, ISSN 0972-2629, ZDB-ID 2436323-6. - Vol. 21.2017, 3, p. 284-294
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| Subject: | FX Volatility | Nifty Return | Granger Causality Test | Generalized Autoregressive Conditional Heteroskedasticity | Indien | India | Volatilität | Volatility | Kausalanalyse | Causality analysis | Aktienmarkt | Stock market | Schätztheorie | Estimation theory | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Börsenkurs | Share price | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1177/0972262917716760 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011833400