Return, Volatility and Risk Spillover from Oil Prices and the US Dollar Exchange Rate to the Indian Industrial Sectors
Year of publication: |
2013
|
---|---|
Authors: | Kumar, Dilip ; Maheswaran, S. |
Published in: |
Margin: The Journal of Applied Economic Research. - National Council of Applied Economic Research. - Vol. 7.2013, 1, p. 61-91
|
Publisher: |
National Council of Applied Economic Research |
Subject: | Return spillover | Volatility spillover | Upside risk spillover | Downside risk spillover | GJR-GARCH model |
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