Volatility integration of crude oil, gold, and interest rates on the exchange rate: DCC GARCH and BEKK GARCH applications-Reference-Cited by-同舟云学术

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Volatility integration of crude oil, gold, and interest rates on the exchange rate: DCC GARCH and BEKK GARCH applications

Published:2023-12-09 Issue:1 Volume:11 Page:
ISSN:2331-1975
Container-title:Cogent Business & Management
language:en
Short-container-title:Cogent Business & Management

Author:

Rastogi Shailesh¹,Kanoujiya Jagjeevan²,Doifode Adesh³^ORCID

Affiliation:

1. Symbiosis Institute of Business Management; Nagpur, Symbiosis International (Deemed University), Pune, India

2. Symbiosis International (Deemed University), Pune, India

3. Symbiosis School of Banking and Finance, Symbiosis International (Deemed University), Pune, India

Publisher

Informa UK Limited

Subject

Marketing,Management Science and Operations Research,Organizational Behavior and Human Resource Management,Strategy and Management,Business, Management and Accounting (miscellaneous),Accounting,Business and International Management

Link

https://www.tandfonline.com/doi/pdf/10.1080/23311975.2023.2289700

Reference74 articles.

1. Do Lower Foreign Flows and Higher Domestic Flows Reduce Indian Equity Market Volatility?

2. Volatility spillover impact of FII and MF net equity flows on the Indian sectoral stock indices: recent evidence using BEKK-GARCH

3. Bayesian analysis of dynamic linkages among gold price, stock prices, exchange rate and interest rate in Pakistan

4. Oil prices and exchange rates: Norwegian evidence

5. Oil price shocks and macroeconomic responses: does the exchange rate regime matter?

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