Asymmetric cross-market volatility spillovers: evidence from Indian equity and foreign exchange markets-Reference-Cited by-同舟云学术

Asymmetric cross-market volatility spillovers: evidence from Indian equity and foreign exchange markets

Published:2014-05-23 Issue:3 Volume:41 Page:261-270
ISSN:0304-0941
Container-title:DECISION
language:en
Short-container-title:Decision

Author:

Panda Pradiptarathi,Deo Malabika

Publisher

Springer Science and Business Media LLC

Subject

General Medicine

Link

http://link.springer.com/content/pdf/10.1007/s40622-014-0044-2.pdf

Reference29 articles.

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3. Apergis N, Rezitis A (2001) Asymmetric cross market volatility spillovers, evidence from daily data on equity and foreign exchange markets. Manch Sch Suppl 69(1):81–96

4. Apte P (2001). The interrelationship between stock markets and the foreign exchange market. IIM Bangalore, Working Paper number 169. http://www.iimb.ernet.in/research/sites/default/files/wp.iimb_.169.pdf . Accessed March 2011

5. Badrinath HR, Apte PG (2005) Volatility spillovers across stock, call money and foreign exchange markets, pp 1–26. http://www.nse-india.com/content/research/comppaper109.pdf . Accessed 3 April 2012

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