Volatility spillovers between exchange rates and Indian stock markets in the post-recession period : an APARCH approach
Bhaskar Bagchi
| Year of publication: |
2016
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|---|---|
| Authors: | Bagchi, Bhaskar |
| Published in: |
International journal of monetary economics and finance. - Genève [u.a.] : Inderscience Enterprises, ISSN 1752-0479, ZDB-ID 2476010-9. - Vol. 9.2016, 3, p. 225-244
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| Subject: | APARCH | asymmetric power ARCH | BSE Sensex | NIFTY | exchange rates | volatility | Volatilität | Volatility | Wechselkurs | Exchange rate | Indien | India | ARCH-Modell | ARCH model | Spillover-Effekt | Spillover effect | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011657430