Dynamic Linkages and Volatility Spillover

Effects of Oil Prices on Exchange Rates, and Stock Markets of Emerging Economies

This book examines the dynamic relationship and volatility spillovers between crude oil prices, exchange rates and stock markets of India. Unfortunately very little research has been conducted to analyze the volatility spillovers and dynamic relationship between crude oil prices, exchange rates and stock markets of India.

Publication Date:

2016-12-28

Authors:

  • Bhaskar Bagchi
  • Dhrubaranjan Dandapat
  • Susmita Chatterjee