return and volatility spillovers in the analyzed assets. The increased regulatory risk for the Indian IT sector post India … Indian economy. Gold market is responsible for the highest net volatility spillovers to other markets. Spillovers show major … government in India and the Indian government's demonetization exercise were contemporaneous to some of the major episodes of …

exchange rate volatility. Results show that an increase of the number of cases and the deaths (both in logs) in the US has a … daily volatility of three exchange rates series with respect to American dollar. These results are useful for anyone needing … forecasts of exchange rate futures volatility …

, Export and Purchasing Power Parity (PPP)) on Exchange Rate Volatility (USD to INR) in India. To analyze how this variables …