Return and volatility spillover among commodity futures, stock market and exchange rate : evidence from India
Debasish Maitra, Varun Dawar
| Year of publication: |
February 2019
|
|---|---|
| Authors: | Maitra, Debasish ; Dawar, Varun |
| Published in: |
Global business review. - New Delhi [u.a.] : SAGE Publ., ISSN 0973-0664, ZDB-ID 2211884-6. - Vol. 20.2019, 1, p. 214-237
|
| Subject: | Return | volatility | spillover | asset markets | India | Indien | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Kapitaleinkommen | Capital income | Wechselkurs | Exchange rate | Rohstoffderivat | Commodity derivative | Börsenkurs | Share price | ARCH-Modell | ARCH model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1177/0972150918803801 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011984156