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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

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

Endogenous and exogenous volatility in the foreign exchange market

Bargigli, Leonardo; Cifarelli, Giulio - 2020

Persistent link: https://www.econbiz.de/10012517831

Predicting exchange rate volatility in Brazil : an approach using quantile autoregression

Viola, Alessandra Pasqualina; Klotzle, Marcelo Cabus; … - 2017

Persistent link: https://www.econbiz.de/10011944952

Stock market volatility and anomalies in India : a behavioural approach

Siddiqui, Taufeeque Ahmad; Narula, Isha - In: Asia-Pacific journal of management research and … 12 (2016) 3/4, pp. 194-202

Persistent link: https://www.econbiz.de/10011785023

To what extent are stock returns driven by mean and volatility spillover effects? : evidence from eight European stock markets

Alikhanov, Abdulla - In: Národohospodářský obzor : časopis věnovaný … 13 (2013) 1, pp. 3-29

Persistent link: https://www.econbiz.de/10010193320

Volatility spillover in the foreign exchange market : the Indian experience

Ghosh, Saurabh - 2012

; volatility spillover ; multivariate GARCH ; threshold GARCH ; GJR-TGARCH …We find evidences of significant volatility co-movements and/ or spillover from different financial markets to forex … market for Indian economy. Among a large number of variables examined, volatility spillovers from stock market, government …