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Asymmetric cross-market volatility spillovers : evidence from Indian equity and foreign exchange markets
Panda, Pradiptarathi; Deo, Malabika - In: Decision 41 (2014) 3, pp. 261-270
Persistent link: https://www.econbiz.de/10010412792
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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
exchange market in selected Asian countries; Pakistan, India, Sri Lanka, China, Hong Kong and Japan. This study considered … stock and foreign exchange market. Results: The EGARCH analyses reveal bidirectional asymmetric volatility spillover between … transmission of volatility from stock market to foreign exchange market of India. The analysis reveals no evidence of volatility …
Persistent link: https://www.econbiz.de/10011542472
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Dynamics of volatility spillovers with structural breaks in Indian foreign exchange market
Kashyap, Suresh; Kashyap, Sachin - In: International journal of business innovation and … 22 (2020) 4, pp. 488-505
Persistent link: https://www.econbiz.de/10012270943
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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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Volatility spillover in the foreign exchange market : the Indian experience
Ghosh, Saurabh - In: Macroeconomics and finance in emerging market economies 7 (2014) 1, pp. 175-194
Persistent link: https://www.econbiz.de/10010339176
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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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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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Exchange rate return and volatility spillover across major trading partners of India
Mishra, Bibhuti Ranjan; Pradhan, Ashis Kumar; Tiwari, … - In: Journal of Asia Pacific business 21 (2020) 2, pp. 80-101
Persistent link: https://www.econbiz.de/10012258208
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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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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