Dynamic Linkages and Volatility Spillover —— Effects of Oil Prices on Exchange Rates and Stock Markets of Emerging Economies

----- 动态链接和波动溢出：石油价格对新兴经济的汇率、股票市场的影响

ISBN: 9781786355546 出版年：2016 页码：224 Bhaskar Bagchi Dhrubaranjan Dandapat Susmita Chatterjee Emerald Publishing Limited

This book examines the dynamic relationship and volatility spillovers between crude oil prices, exchange rates and stock markets of emerging economies. 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.