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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

Return and volatility spillover among commodity futures, stock market and exchange rate : evidence from India

Maitra, Debasish; Dawar, Varun - In: Global business review 20 (2019) 1, pp. 214-237

Persistent link: https://www.econbiz.de/10011984156

Volatility spillovers between exchange rates and Indian stock markets in the post-recession period : an APARCH approach

Bagchi, Bhaskar - In: International journal of monetary economics and finance 9 (2016) 3, pp. 225-244

Persistent link: https://www.econbiz.de/10011657430

Return and volatility spillovers between currency and bond markets in India

Sahoo, Sudarsana; Kumar Behera, Harendra; Trivedi, Pushpa L. - In: Macroeconomics and finance in emerging market economies 12 (2019) 2, pp. 155-173

Persistent link: https://www.econbiz.de/10012176862

Analyzing the COVID-19 pandemic volatility spillover influence on the collaboration of foreign and Indian stock markets

Das, Runumi; Debnath, Arabinda - In: Revista finanzas y política económica 14 (2022) 2, pp. 411-452

Persistent link: https://www.econbiz.de/10013383620

Price Discovery and Volatility Spillover : Evidence from Indian Commodity Markets

Sehgal, Sanjay - 2013

This paper examines the price discovery and volatility spill-over relationship for Indian commodity markets. We cover … discovery results are encouraging given the nascent character of commodity markets in India. However the market does not seem to … be competitive. Volatility spill-over is confirmed for only three commodities and none of the indices. This implies the …

Persistent link: https://www.econbiz.de/10013090095

Correlations, return and volatility spillovers in Indian exchange rates

Kumar, Dilip - In: Global business review 15 (2014) 1, pp. 77-91

Persistent link: https://www.econbiz.de/10010384952

A study of volatility spillover across select foreign exchange rates in India using dynamic conditional correlations

Patnaik, Anuradha - In: Journal of quantitative economics : official journal of … 11 (2013) 1/2, pp. 28-47

Persistent link: https://www.econbiz.de/10010338354

Return, volatility and risk spillover from oil prices and the US dollar exchange rate to the Indian industrial sectors

Kumar, Dilip; Maheswaran, S. - In: Margin: the journal of applied economic research 7 (2013) 1, pp. 61-91

Persistent link: https://www.econbiz.de/10009738171