Dynamic linkages and volatility spillover: effects of oil prices on exchange rates, and stock markets of emerging economies
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...
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| Format: | Electronic eBook |
| Language: | English |
| Published: |
Bingley
Emerald Group Publishing Limited
2016
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| Subjects: | |
| Online Access: | DE-634 DE-1043 DE-M347 DE-523 DE-91 DE-473 DE-19 DE-355 DE-703 DE-20 DE-706 DE-824 DE-29 DE-739 DE-1046 Volltext |
| Summary: | 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 markets is available, 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 covering pre-recession, recession and post-recession period. More particularly, a clear research gap has been found in analyzing the volatility spillovers between above three variables in respect of India irrespective of the importance of oil prices and exchange rates as essential parameters for economic recovery and growth of the capital markets. Furthermore, the stock returns volatility is partly explained by volatility in crude oil prices and exchange rates. The volatility in stock markets is partly due to foreign interference that persuades a correlation with international markets through crude oil prices and exchange rates. Hence, a new publication on this topic is needed at this time |
| Physical Description: | 1 Online-Ressource (224 Seiten) |
| ISBN: | 9781786355539 |
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| spelling | Bagchi, Bhaskar Verfasser aut Dynamic linkages and volatility spillover effects of oil prices on exchange rates, and stock markets of emerging economies Bhaskar Bagchi, Dhrubaranjan Dandapat, Susmita Chatterjee Bingley Emerald Group Publishing Limited 2016 ©2016 1 Online-Ressource (224 Seiten) txt rdacontent c rdamedia cr rdacarrier 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 markets is available, 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 covering pre-recession, recession and post-recession period. More particularly, a clear research gap has been found in analyzing the volatility spillovers between above three variables in respect of India irrespective of the importance of oil prices and exchange rates as essential parameters for economic recovery and growth of the capital markets. Furthermore, the stock returns volatility is partly explained by volatility in crude oil prices and exchange rates. The volatility in stock markets is partly due to foreign interference that persuades a correlation with international markets through crude oil prices and exchange rates. Hence, a new publication on this topic is needed at this time Business & Economics International International finance Petroleum products Prices Developing countries Chatterjee, Susmita Sonstige oth Dandapat, Dhrubaranjan Sonstige oth Erscheint auch als Druckausgabe 9781786355546 https://www.emerald.com/insight/publication/doi/10.1108/9781786355539 Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Bagchi, Bhaskar Dynamic linkages and volatility spillover effects of oil prices on exchange rates, and stock markets of emerging economies Business & Economics International International finance Petroleum products Prices Developing countries |
| title | Dynamic linkages and volatility spillover effects of oil prices on exchange rates, and stock markets of emerging economies |
| title_auth | Dynamic linkages and volatility spillover effects of oil prices on exchange rates, and stock markets of emerging economies |
| title_exact_search | Dynamic linkages and volatility spillover effects of oil prices on exchange rates, and stock markets of emerging economies |
| title_exact_search_txtP | Dynamic linkages and volatility spillover effects of oil prices on exchange rates, and stock markets of emerging economies |
| title_full | Dynamic linkages and volatility spillover effects of oil prices on exchange rates, and stock markets of emerging economies Bhaskar Bagchi, Dhrubaranjan Dandapat, Susmita Chatterjee |
| title_fullStr | Dynamic linkages and volatility spillover effects of oil prices on exchange rates, and stock markets of emerging economies Bhaskar Bagchi, Dhrubaranjan Dandapat, Susmita Chatterjee |
| title_full_unstemmed | Dynamic linkages and volatility spillover effects of oil prices on exchange rates, and stock markets of emerging economies Bhaskar Bagchi, Dhrubaranjan Dandapat, Susmita Chatterjee |
| title_short | Dynamic linkages and volatility spillover |
| title_sort | dynamic linkages and volatility spillover effects of oil prices on exchange rates and stock markets of emerging economies |
| title_sub | effects of oil prices on exchange rates, and stock markets of emerging economies |
| topic | Business & Economics International International finance Petroleum products Prices Developing countries |
| topic_facet | Business & Economics International finance Petroleum products Prices Developing countries |
| url | https://www.emerald.com/insight/publication/doi/10.1108/9781786355539 |
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