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 emerging economies. Although considerable literature on relationship between exchange rates and stock markets as well as affiliation between oil prices and stock market...

Descripción completa

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Bagchi, Bhaskar (Autor), Dandapat, Dhrubaranjan (Autor), Chatterjee, Susmita (Autor)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: [Bingle] : Emerald, 2016.
Temas:
Petroleum products > Prices > Developing countries.
International finance.
BUSINESS & ECONOMICS > Industries > General.
Petroleum products > Prices
Developing countries
Acceso en línea:Texto completo
Texto completo
Tabla de Contenidos:
  • Introduction
  • Literature review
  • New oil price shock: effect on the emerging economies
  • Crude oil price, exchange rates, and stock markets of emerging economies
  • Interdependence and interrelationship between crude oil prices, exchange rates, and Indian stock market
  • Dynamic linkages between crude oil prices, exchange rates, and stock markets of other emerging economies
  • Volatility spillovers between crude oil price, exchange rate, and stock market of India
  • Volatility spillovers between crude oil price, exchange rate, and stock market of other emerging economies
  • Conclusions.

Ejemplares similares