Dynamic Linkages and Volatility Spillover

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

Business & Finance, Economics, International Economics, International
Cover of the book Dynamic Linkages and Volatility Spillover by Bhaskar Bagchi, Dhrubaranjan Dandapat, Susmita Chatterjee, Emerald Group Publishing Limited
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Bhaskar Bagchi, Dhrubaranjan Dandapat, Susmita Chatterjee ISBN: 9781786355539
Publisher: Emerald Group Publishing Limited Publication: November 1, 2016
Imprint: Emerald Group Publishing Limited Language: English
Author: Bhaskar Bagchi, Dhrubaranjan Dandapat, Susmita Chatterjee
ISBN: 9781786355539
Publisher: Emerald Group Publishing Limited
Publication: November 1, 2016
Imprint: Emerald Group Publishing Limited
Language: English

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 markets is available, 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 covering pre-recession, recession and post-recession period. More particularly, a clear research gap has been found in analyzing the volatility spillovers between above three variables in respect of India irrespective of the importance of oil prices and exchange rates as essential parameters for economic recovery and growth of the capital markets. Furthermore, the stock returns volatility is partly explained by volatility in crude oil prices and exchange rates. The volatility in stock markets is partly due to foreign interference that persuades a correlation with international markets through crude oil prices and exchange rates. Hence, a new publication on this topic is needed at this time.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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 markets is available, 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 covering pre-recession, recession and post-recession period. More particularly, a clear research gap has been found in analyzing the volatility spillovers between above three variables in respect of India irrespective of the importance of oil prices and exchange rates as essential parameters for economic recovery and growth of the capital markets. Furthermore, the stock returns volatility is partly explained by volatility in crude oil prices and exchange rates. The volatility in stock markets is partly due to foreign interference that persuades a correlation with international markets through crude oil prices and exchange rates. Hence, a new publication on this topic is needed at this time.

More books from Emerald Group Publishing Limited

Cover of the book Increasing Student Engagement and Retention in E-Learning Environments by Bhaskar Bagchi, Dhrubaranjan Dandapat, Susmita Chatterjee
Cover of the book Studies in Austrian Macroeconomics by Bhaskar Bagchi, Dhrubaranjan Dandapat, Susmita Chatterjee
Cover of the book Revisiting Symbolic Interaction in Music Studies and New Interpretive Works by Bhaskar Bagchi, Dhrubaranjan Dandapat, Susmita Chatterjee
Cover of the book Finance and Economy for Society by Bhaskar Bagchi, Dhrubaranjan Dandapat, Susmita Chatterjee
Cover of the book New Wars, New Militaries, New Soldiers? by Bhaskar Bagchi, Dhrubaranjan Dandapat, Susmita Chatterjee
Cover of the book Special Education International Perspectives by Bhaskar Bagchi, Dhrubaranjan Dandapat, Susmita Chatterjee
Cover of the book Community Colleges Worldwide by Bhaskar Bagchi, Dhrubaranjan Dandapat, Susmita Chatterjee
Cover of the book The Aging Workforce Handbook by Bhaskar Bagchi, Dhrubaranjan Dandapat, Susmita Chatterjee
Cover of the book Education and Youth Today by Bhaskar Bagchi, Dhrubaranjan Dandapat, Susmita Chatterjee
Cover of the book Networks, Work, and Inequality by Bhaskar Bagchi, Dhrubaranjan Dandapat, Susmita Chatterjee
Cover of the book Issues in Health and Health Care Related to Race/Ethnicity, Immigration, SES and Gender by Bhaskar Bagchi, Dhrubaranjan Dandapat, Susmita Chatterjee
Cover of the book Research in Organizational Change and Development by Bhaskar Bagchi, Dhrubaranjan Dandapat, Susmita Chatterjee
Cover of the book Collaboration in Tourism Businesses and Destinations by Bhaskar Bagchi, Dhrubaranjan Dandapat, Susmita Chatterjee
Cover of the book Research in Organizational Change and Development by Bhaskar Bagchi, Dhrubaranjan Dandapat, Susmita Chatterjee
Cover of the book The Role of Emotion and Emotion Regulation in Job Stress and Well Being by Bhaskar Bagchi, Dhrubaranjan Dandapat, Susmita Chatterjee
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy