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Volatility spillover effect acrossbric nations : an empirical study

Rastogi, Shailesh - In: Paradigm : the journal of Institute of Management Technology 14 (2010) 1, pp. 1-6

Persistent link: https://www.econbiz.de/10009304863

The financial crisis of 2008 and stock market volatility : analysis and impact on emerging economies pre and post crisis

Rastogi, Shailesh - In: Afro-Asian Journal of Finance and Accounting : AAJFA 4 (2014) 4, pp. 443-459

Persistent link: https://www.econbiz.de/10011457448

The volatility spillover effect of macroeconomic indicators on inbound tourism in India

Rastogi, Shailesh; Kanoujiya, Jagjeevan - In: Tourism review 78 (2023) 4, pp. 1092-1115

Persistent link: https://www.econbiz.de/10014323027

Volatility integration of gold and crude oil prices with the interest rates in India

Rastogi, Shailesh; Doifode, Adesh; Kanoujiya, Jagjeevan; … - In: South Asian journal of business studies 12 (2023) 3, pp. 444-461

Persistent link: https://www.econbiz.de/10014380642

Volatility integration of crude oil, gold, and interest rates on the exchange rate : DCC GARCH and BEKK GARCH applications

Rastogi, Shailesh; Kanoujiya, Jagjeevan; Doifode, Adesh - In: Cogent business & management 11 (2024) 1, pp. 1-17

Literature is replete with evidence of market integration between crude oil, gold and interest rates (IR) with the exchange rate (ER) due to varied reasons. However, it is observed that the explored market integration is limited for the price and return volatilities. Bivariate GARCH models...

Persistent link: https://www.econbiz.de/10014543455