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Volatility Spillovers between Crude Oil Price, Exchange Rate, and Stock Market of India

Bhaskar Bagchi (Department of Commerce, Alipurduar College, Alipurduar, India)

Dhrubaranjan Dandapat (Department of Commerce, University of Calcutta, Kolkata, India)

Susmita Chatterjee (Department of Economics, Maharaja Manindra Chandra College, Kolkata, India)

ISBN: 978-1-78635-554-6, eISBN: 978-1-78635-553-9

Publication date: 28 December 2016

Bagchi, B., Dandapat, D. and Chatterjee, S. (2016), "Volatility Spillovers between Crude Oil Price, Exchange Rate, and Stock Market of India", Dynamic Linkages and Volatility Spillover, Emerald Group Publishing Limited, Leeds, pp. 143-162. https://doi.org/10.1108/978-1-78635-554-620161007

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Emerald Group Publishing Limited