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Return and volatility spillover between stock price and exchange rate : Indian evidence
Majumder, Sayantan Bandhu; Nag, Ranjanendra Narayan - In: International journal of economics and business research 10 (2015) 4, pp. 326-340
Persistent link: https://www.econbiz.de/10011449241
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Relationship between exchange rate and stock market volatility in India : an empirical analysis
Charithra C. M.; Vikas, Bhavya; Sharma, Mukund - In: Finance India : the quarterly journal of Indian … 35 (2021) 4, pp. 1103-1111
Persistent link: https://www.econbiz.de/10013257900
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Dynamics of volatility spillover between stock market and foreign exchange market : evidence from Asian Countries
Jebran, Khalil; Iqbal, Amjad - In: Financial innovation : FIN 2 (2016) 3, pp. 1-20
transmission of volatility from stock market to foreign exchange market of India. The analysis reveals no evidence of volatility …Background: The purpose of this study is to examine volatility spillover effects between stock market and foreign … exchange market in selected Asian countries; Pakistan, India, Sri Lanka, China, Hong Kong and Japan. This study considered …
Persistent link: https://www.econbiz.de/10011542472
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Return linkages and volatility spillover effect between stock markets and currency markets : Evidence from India
Sharma, Gagan Deep; Mishra, Namish - In: Review of market integration 7 (2015) 3, pp. 175-197
Persistent link: https://www.econbiz.de/10012625051
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Asymmetric volatility spillover between stock market and foreign exchange market : instances from Indian market from pre-, during and post- subprime crisis periods
Bal, Gnyana Ranjan; Manglani, Amit; Deo, Malabika - In: Global business review 19 (2018) 6, pp. 1567-1579
Persistent link: https://www.econbiz.de/10011982899
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Impact of implied volatilitiy of Indian stock market on commodity and foreign exchange markets in India : an empricial investigation
B. N., Girish; H., Nagaraj - In: Global journal of business management : GJBM 11 (2017) 2, pp. 21-33
Persistent link: https://www.econbiz.de/10011859899
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Crude oil, stock market, and foreign exchange return volatility and spillover : a GARCH DCC analysis of Indian and Japanese financial market
Mishra, Amritkant - In: International journal of business innovation and research 20 (2019) 1, pp. 25-46
Persistent link: https://www.econbiz.de/10012144491
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Volatility Spillover between Stock and Foreign Exchange Markets : Indian Evidence
Mishra, Alok Kumar; Swain, Niranjan; Malhotra, Davinder K. - 2008
The study of volatility spillovers provides useful insights into how information is transmitted from stock market to … foreign exchange market and vice versa. This paper explores volatility spillovers between the Indian stock and foreign … exchange markets. The results indicate that there exists a bidirectional volatility spillover between the Indian stock market …
Persistent link: https://www.econbiz.de/10014217644
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Leverage effect and introduction of options and futures impact on equity market : a study in Indian context
Kumar, Atul; Raman, T. V.; Rastogi, Sanjay - In: Indian journal of economics & business : IJEB 17 (2018) 2, pp. 213-224
Persistent link: https://www.econbiz.de/10012649820
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Day-of-the-week effect and volatility in stock returns : evidence from the Indian stock market
Aggarwal, Khushboo; Jha, Mithilesh Kumar - In: Managerial finance 49 (2023) 9, pp. 1438-1452
Persistent link: https://www.econbiz.de/10014331954