Return and volatility spillover effects between rupee-dollar exchange rate and Asian stock indices
Year of publication: |
2022
|
---|---|
Authors: | Mahalakshmi S. ; Thiyagarajan, S. ; Vasudevan, Gopala ; Naresh G. |
Published in: |
Journal of emerging market finance. - Thousand Oaks, Calif. : Sage Publications, ISSN 0973-0710, ZDB-ID 2180453-9. - Vol. 21.2022, 4, p. 428-450
|
Subject: | ARCH | Asian stock indices | GARCH | Rupee-dollar exchange rate | spillover | volatility | Volatilität | Volatility | Wechselkurs | Exchange rate | Spillover-Effekt | Spillover effect | Asien | Asia | ARCH-Modell | ARCH model | Aktienindex | Stock index | Schätzung | Estimation | Kapitaleinkommen | Capital income | Japan |
-
Return and volatility spillovers of Asian Pacific stock markets' energy indices
Babu, Manivannan, (2023)
-
Multivariate volatility forecasts for stock market indices
Wilms, Ines, (2021)
-
Extreme spillovers of VIX fear index to international equity markets
Massaporn Cheuathonghua, (2019)
- More ...
-
Financialisation of agricultural commodity and its trading during COVID-19 pandemic
Mahalakshmi S., (2021)
-
Price dissemination of international and domestic commodity markets
Thiyagarajan, S., (2021)
-
Kirithiga S., (2020)
- More ...