Dynamic linkages and volatility spillover : effects of oil prices on exchange rates, and stock markets of emerging economies

• Main Authors: Bagchi, Bhaskar (Author), Dandapat, Dhrubaranjan (Author), Chatterjee, Susmita (Author)
• Format: Electronic eBook
• Language: English
• Published: Bingley : Emerald Group Publishing Limited, 2016.
• Subjects: Petroleum products > Prices > Developing countries.; elektronické knihy; electronic books
• ISBN: 9781786355539
• DOI: 10.1108/9781786355539
• Physical Description: 1 online resource (224 pages)

This book examines the dynamic relationship and volatility spillovers between crude oil prices, exchange rates and stock markets of emerging economies. Although considerable literature on relationship between exchange rates and stock markets as well as affiliation between oil prices and stock market...