Spillover effects of foreign institutional investments in India
Year of publication: |
2017
|
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Authors: | Kumar Behera, Harendra |
Published in: |
International journal of bonds and derivatives. - Olney : Inderscience, ISSN 2050-2281, ZDB-ID 2765392-4. - Vol. 3.2017, 2, p. 132-152
|
Subject: | foreign institutional investment | multivariate GARCH | volatility spillover | Granger causality-in-variance | financial market | forex market | India | Spillover-Effekt | Spillover effect | Indien | Volatilität | Volatility | ARCH-Modell | ARCH model | Finanzmarkt | Financial market | Portfolio-Investition | Foreign portfolio investment | Auslandsinvestition | Foreign investment | Devisenmarkt | Foreign exchange market | Institutioneller Investor | Institutional investor | Internationaler Finanzmarkt | International financial market |
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