Volatility Spillover between Stock and Foreign Exchange Markets : Indian Evidence
Year of publication: |
2008
|
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Authors: | Mishra, Alok Kumar ; Swain, Niranjan ; Malhotra, Davinder K. |
Publisher: |
[S.l.] : SSRN |
Subject: | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Indien | India | Devisenmarkt | Foreign exchange market | Wechselkurs | Exchange rate | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Börsenkurs | Share price |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: International Journal of Business, Vol. 12, No. 3, 2007 Volltext nicht verfügbar |
Classification: | G15 - International Financial Markets ; C32 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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