Volatility Spillovers between Crude Oil Price, Exchange Rate, and Stock Market of Other Emerging Economies
Dynamic Linkages and Volatility Spillover
ISBN: 978-1-78635-554-6, eISBN: 978-1-78635-553-9
Publication date: 28 December 2016
Citation
Bagchi, B., Dandapat, D. and Chatterjee, S. (2016), "Volatility Spillovers between Crude Oil Price, Exchange Rate, and Stock Market of Other Emerging Economies", Dynamic Linkages and Volatility Spillover, Emerald Group Publishing Limited, Leeds, pp. 163-181. https://doi.org/10.1108/978-1-78635-554-620161008
Publisher
:Emerald Group Publishing Limited
Copyright © 2016 Emerald Group Publishing Limited