analysis indicates a significant level of volatility spillover between the Indian stock market and the international stock … and investors in emerging economies such as India. Overall, this study provides valuable insights into the nature and …

quantify inter-market relations. The approach is based on the correlations between the market index, the index volatility, the … relations between six important world markets - U.S., U.K., Germany, Japan, China and India from January 2000 until December … interdependencies between these markets and the developing "eastern'' markets (India and China) are very volatile and with noticeable …

economies. For the purpose, the interdependence between Indian implied volatility index and six international indices (VIX, VCAC …, VDAX-NEW, VSMI, VXJ and VSTOXX) is investigated in the framework of the volatility transmission and spillover mechanism … bidirectional causality between the two volatility indices. At individual level, it is found that there are bidirectional crossshock …

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 …