To read the full version of this content please select one of the options below:

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)

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 India", Dynamic Linkages and Volatility Spillover, Emerald Group Publishing Limited, Bingley, pp. 143-162. https://doi.org/10.1108/978-1-78635-554-620161007

Publisher

:

Emerald Group Publishing Limited

Copyright © 2016 Emerald Group Publishing Limited