Volatility Spillovers between Foreign-Exchange and Stock Markets
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Elsevier BV
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Cited by 3 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Dynamic Connectedness and Volatility Spillover Effects of Indian Stock Market with International Stock Markets: An Empirical Investigation using DCC GARCH;Scientific Papers of the University of Pardubice, Series D: Faculty of Economics and Administration;2023-08-14
2. Construction of a volatility index from exchange-traded dollar–rupee options;Journal of Indian Business Research;2022-05-20
3. INVESTIGATING ABNORMAL VOLATILITY TRANSMISSION PATTERNS BETWEEN EMERGING AND DEVELOPED STOCK MARKETS: A CASE STUDY;Journal of Business Economics and Management;2020-10-01
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