Return and volatility spillovers between currency and bond markets in India
Author:
Affiliation:
1. Humanities and Social Sciences Department, Indian Institute of Technology, Bombay, India
Publisher
Informa UK Limited
Subject
Economics and Econometrics,Finance
Link
https://www.tandfonline.com/doi/pdf/10.1080/17520843.2018.1512509
Reference33 articles.
1. Benefits and Costs of International Financial Integration: Theory and Facts
2. Spillover effects of foreign institutional investments in India
3. Exchange rate regime, volatility and international correlations on bond and stock markets
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