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...
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
[Bingle] :
Emerald,
2016.
|
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Zusammenfassung: | 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. |
| Beschreibung: | 1 online resource (xii, 212 pages) |
| Bibliographie: | Includes bibliographical references and index. |
| ISBN: | 9781786355539 1786355531 |
Internformat
MARC
| LEADER | 00000cam a2200000 i 4500 | ||
|---|---|---|---|
| 001 | ZDB-4-EBU-ocn961453183 | ||
| 003 | OCoLC | ||
| 005 | 20241004212047.0 | ||
| 006 | m o d | ||
| 007 | cr mn||||||||| | ||
| 008 | 161029t20162016enk ob 001 0 eng d | ||
| 040 | |a EBLCP |b eng |e rda |e pn |c EBLCP |d N$T |d IDEBK |d EBLCP |d OCLCQ |d OCLCO |d N$T |d MERUC |d OCLCF |d IDB |d INU |d OCLCQ |d CNCGM |d SNK |d DKU |d AUW |d IGB |d D6H |d WRM |d CAUOI |d OCLCQ |d VTS |d AGLDB |d INT |d OCLCQ |d G3B |d S8J |d S9I |d OSU |d COO |d STF |d OCLCQ |d UKAHL |d YDX |d OCLCQ |d K6U |d LUN |d EUN |d VT2 |d OCLCO |d OCLCQ |d OCLCO |d OCLCL |d SXB |d OCLCQ |d OCLCO | ||
| 019 | |a 966572536 |a 1107305257 |a 1171094738 |a 1171571319 |a 1249231193 | ||
| 020 | |a 9781786355539 |q (electronic bk.) | ||
| 020 | |a 1786355531 |q (electronic bk.) | ||
| 020 | |z 9781786355546 |q (hardcover) | ||
| 020 | |z 178635554X |q (hardcover) | ||
| 035 | |a (OCoLC)961453183 |z (OCoLC)966572536 |z (OCoLC)1107305257 |z (OCoLC)1171094738 |z (OCoLC)1171571319 |z (OCoLC)1249231193 | ||
| 043 | |a d------ | ||
| 050 | 4 | |a HD9560.4 |b .B34 2016 | |
| 072 | 7 | |a BUS |x 070000 |2 bisacsh | |
| 072 | 7 | |a KCLF. |2 bicssc bicssc | |
| 080 | |a 338.5:62-6 | ||
| 082 | 7 | |a 338.2/3 |2 23 | |
| 049 | |a MAIN | ||
| 100 | 1 | |a Bagchi, Bhaskar, |e author. |1 https://id.oclc.org/worldcat/entity/E39PCjwgxcxCkhHbRK98tqyR4y |0 http://id.loc.gov/authorities/names/no2017017512 | |
| 245 | 1 | 0 | |a Dynamic linkages and volatility spillover : |b effects of oil prices on exchange rates, and stock markets of emerging economies / |c by Bhaskar Bagchi, Department of Commerce, Alipurduar College, Alipurduar, India ; Dhrubaranjan Dandapat, Department of Commerce, University of Calcutta, Kolkata, India ; Susmita Chatterjee, Department of Economics, Maharaja Manindra Chandra College, Kolkata, India. |
| 264 | 1 | |a [Bingle] : |b Emerald, |c 2016. | |
| 264 | 4 | |c ©2016 | |
| 300 | |a 1 online resource (xii, 212 pages) | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 520 | |a 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. | ||
| 504 | |a Includes bibliographical references and index. | ||
| 505 | 0 | |a Introduction -- Literature review -- New oil price shock: effect on the emerging economies -- Crude oil price, exchange rates, and stock markets of emerging economies -- Interdependence and interrelationship between crude oil prices, exchange rates, and Indian stock market -- Dynamic linkages between crude oil prices, exchange rates, and stock markets of other emerging economies -- Volatility spillovers between crude oil price, exchange rate, and stock market of India -- Volatility spillovers between crude oil price, exchange rate, and stock market of other emerging economies -- Conclusions. | |
| 588 | 0 | |a Print version record. | |
| 650 | 0 | |a Petroleum products |x Prices |z Developing countries. | |
| 650 | 7 | |a International finance. |2 bicssc | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Industries |x General. |2 bisacsh | |
| 650 | 7 | |a Petroleum products |x Prices |2 fast | |
| 651 | 7 | |a Developing countries |2 fast | |
| 700 | 1 | |a Dandapat, Dhrubaranjan, |e author. |1 https://id.oclc.org/worldcat/entity/E39PCjxvCFjTvtB68BHgcq4Rmm |0 http://id.loc.gov/authorities/names/no2017017066 | |
| 700 | 1 | |a Chatterjee, Susmita, |e author. |1 https://id.oclc.org/worldcat/entity/E39PCjGKyrWqFqK8h3vhMd9Hcq |0 http://id.loc.gov/authorities/names/no2017016740 | |
| 758 | |i has work: |a Dynamic linkages and volatility spillover (Text) |1 https://id.oclc.org/worldcat/entity/E39PCFC7rq4pwjt7vHWvhg3pmq |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
| 776 | 0 | 8 | |i Print version: |a Bagchi, Bhaskar. |t Dynamic linkages and volatility spillover. |b First edition. |d United Kingdom : Emerald, 2016 |z 9781786355546 |w (DLC) 2016498041 |w (OCoLC)953843379 |
| 856 | 4 | 0 | |l FWS01 |p ZDB-4-EBU |q FWS_PDA_EBU |u https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=1407251 |3 Volltext |
| 938 | |a Askews and Holts Library Services |b ASKH |n AH31286394 | ||
| 938 | |a EBL - Ebook Library |b EBLB |n EBL4717051 | ||
| 938 | |a EBSCOhost |b EBSC |n 1407251 | ||
| 938 | |a ProQuest MyiLibrary Digital eBook Collection |b IDEB |n cis35291593 | ||
| 938 | |a YBP Library Services |b YANK |n 13108828 | ||
| 994 | |a 92 |b GEBAY | ||
| 912 | |a ZDB-4-EBU | ||
| 049 | |a DE-863 | ||
Datensatz im Suchindex
| DE-BY-FWS_katkey | ZDB-4-EBU-ocn961453183 |
|---|---|
| _version_ | 1816796924734341120 |
| adam_text | |
| any_adam_object | |
| author | Bagchi, Bhaskar Dandapat, Dhrubaranjan Chatterjee, Susmita |
| author_GND | http://id.loc.gov/authorities/names/no2017017512 http://id.loc.gov/authorities/names/no2017017066 http://id.loc.gov/authorities/names/no2017016740 |
| author_facet | Bagchi, Bhaskar Dandapat, Dhrubaranjan Chatterjee, Susmita |
| author_role | aut aut aut |
| author_sort | Bagchi, Bhaskar |
| author_variant | b b bb d d dd s c sc |
| building | Verbundindex |
| bvnumber | localFWS |
| callnumber-first | H - Social Science |
| callnumber-label | HD9560 |
| callnumber-raw | HD9560.4 .B34 2016 |
| callnumber-search | HD9560.4 .B34 2016 |
| callnumber-sort | HD 49560.4 B34 42016 |
| callnumber-subject | HD - Industries, Land Use, Labor |
| collection | ZDB-4-EBU |
| contents | Introduction -- Literature review -- New oil price shock: effect on the emerging economies -- Crude oil price, exchange rates, and stock markets of emerging economies -- Interdependence and interrelationship between crude oil prices, exchange rates, and Indian stock market -- Dynamic linkages between crude oil prices, exchange rates, and stock markets of other emerging economies -- Volatility spillovers between crude oil price, exchange rate, and stock market of India -- Volatility spillovers between crude oil price, exchange rate, and stock market of other emerging economies -- Conclusions. |
| ctrlnum | (OCoLC)961453183 |
| dewey-full | 338.2/3 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 338 - Production |
| dewey-raw | 338.2/3 |
| dewey-search | 338.2/3 |
| dewey-sort | 3338.2 13 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>05245cam a2200601 i 4500</leader><controlfield tag="001">ZDB-4-EBU-ocn961453183</controlfield><controlfield tag="003">OCoLC</controlfield><controlfield tag="005">20241004212047.0</controlfield><controlfield tag="006">m o d </controlfield><controlfield tag="007">cr mn|||||||||</controlfield><controlfield tag="008">161029t20162016enk ob 001 0 eng d</controlfield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">EBLCP</subfield><subfield code="b">eng</subfield><subfield code="e">rda</subfield><subfield code="e">pn</subfield><subfield code="c">EBLCP</subfield><subfield code="d">N$T</subfield><subfield code="d">IDEBK</subfield><subfield code="d">EBLCP</subfield><subfield code="d">OCLCQ</subfield><subfield code="d">OCLCO</subfield><subfield code="d">N$T</subfield><subfield code="d">MERUC</subfield><subfield code="d">OCLCF</subfield><subfield code="d">IDB</subfield><subfield code="d">INU</subfield><subfield code="d">OCLCQ</subfield><subfield code="d">CNCGM</subfield><subfield code="d">SNK</subfield><subfield code="d">DKU</subfield><subfield code="d">AUW</subfield><subfield code="d">IGB</subfield><subfield code="d">D6H</subfield><subfield code="d">WRM</subfield><subfield code="d">CAUOI</subfield><subfield code="d">OCLCQ</subfield><subfield code="d">VTS</subfield><subfield code="d">AGLDB</subfield><subfield code="d">INT</subfield><subfield code="d">OCLCQ</subfield><subfield code="d">G3B</subfield><subfield code="d">S8J</subfield><subfield code="d">S9I</subfield><subfield code="d">OSU</subfield><subfield code="d">COO</subfield><subfield code="d">STF</subfield><subfield code="d">OCLCQ</subfield><subfield code="d">UKAHL</subfield><subfield code="d">YDX</subfield><subfield code="d">OCLCQ</subfield><subfield code="d">K6U</subfield><subfield code="d">LUN</subfield><subfield code="d">EUN</subfield><subfield code="d">VT2</subfield><subfield code="d">OCLCO</subfield><subfield code="d">OCLCQ</subfield><subfield code="d">OCLCO</subfield><subfield code="d">OCLCL</subfield><subfield code="d">SXB</subfield><subfield code="d">OCLCQ</subfield><subfield code="d">OCLCO</subfield></datafield><datafield tag="019" ind1=" " ind2=" "><subfield code="a">966572536</subfield><subfield code="a">1107305257</subfield><subfield code="a">1171094738</subfield><subfield code="a">1171571319</subfield><subfield code="a">1249231193</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781786355539</subfield><subfield code="q">(electronic bk.)</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">1786355531</subfield><subfield code="q">(electronic bk.)</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="z">9781786355546</subfield><subfield code="q">(hardcover)</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="z">178635554X</subfield><subfield code="q">(hardcover)</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)961453183</subfield><subfield code="z">(OCoLC)966572536</subfield><subfield code="z">(OCoLC)1107305257</subfield><subfield code="z">(OCoLC)1171094738</subfield><subfield code="z">(OCoLC)1171571319</subfield><subfield code="z">(OCoLC)1249231193</subfield></datafield><datafield tag="043" ind1=" " ind2=" "><subfield code="a">d------</subfield></datafield><datafield tag="050" ind1=" " ind2="4"><subfield code="a">HD9560.4</subfield><subfield code="b">.B34 2016</subfield></datafield><datafield tag="072" ind1=" " ind2="7"><subfield code="a">BUS</subfield><subfield code="x">070000</subfield><subfield code="2">bisacsh</subfield></datafield><datafield tag="072" ind1=" " ind2="7"><subfield code="a">KCLF.</subfield><subfield code="2">bicssc bicssc</subfield></datafield><datafield tag="080" ind1=" " ind2=" "><subfield code="a">338.5:62-6</subfield></datafield><datafield tag="082" ind1="7" ind2=" "><subfield code="a">338.2/3</subfield><subfield code="2">23</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">MAIN</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Bagchi, Bhaskar,</subfield><subfield code="e">author.</subfield><subfield code="1">https://id.oclc.org/worldcat/entity/E39PCjwgxcxCkhHbRK98tqyR4y</subfield><subfield code="0">http://id.loc.gov/authorities/names/no2017017512</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Dynamic linkages and volatility spillover :</subfield><subfield code="b">effects of oil prices on exchange rates, and stock markets of emerging economies /</subfield><subfield code="c">by Bhaskar Bagchi, Department of Commerce, Alipurduar College, Alipurduar, India ; Dhrubaranjan Dandapat, Department of Commerce, University of Calcutta, Kolkata, India ; Susmita Chatterjee, Department of Economics, Maharaja Manindra Chandra College, Kolkata, India.</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">[Bingle] :</subfield><subfield code="b">Emerald,</subfield><subfield code="c">2016.</subfield></datafield><datafield tag="264" ind1=" " ind2="4"><subfield code="c">©2016</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 online resource (xii, 212 pages)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="a">text</subfield><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="a">computer</subfield><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="a">online resource</subfield><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="a">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.</subfield></datafield><datafield tag="504" ind1=" " ind2=" "><subfield code="a">Includes bibliographical references and index.</subfield></datafield><datafield tag="505" ind1="0" ind2=" "><subfield code="a">Introduction -- Literature review -- New oil price shock: effect on the emerging economies -- Crude oil price, exchange rates, and stock markets of emerging economies -- Interdependence and interrelationship between crude oil prices, exchange rates, and Indian stock market -- Dynamic linkages between crude oil prices, exchange rates, and stock markets of other emerging economies -- Volatility spillovers between crude oil price, exchange rate, and stock market of India -- Volatility spillovers between crude oil price, exchange rate, and stock market of other emerging economies -- Conclusions.</subfield></datafield><datafield tag="588" ind1="0" ind2=" "><subfield code="a">Print version record.</subfield></datafield><datafield tag="650" ind1=" " ind2="0"><subfield code="a">Petroleum products</subfield><subfield code="x">Prices</subfield><subfield code="z">Developing countries.</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">International finance.</subfield><subfield code="2">bicssc</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">BUSINESS & ECONOMICS</subfield><subfield code="x">Industries</subfield><subfield code="x">General.</subfield><subfield code="2">bisacsh</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Petroleum products</subfield><subfield code="x">Prices</subfield><subfield code="2">fast</subfield></datafield><datafield tag="651" ind1=" " ind2="7"><subfield code="a">Developing countries</subfield><subfield code="2">fast</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Dandapat, Dhrubaranjan,</subfield><subfield code="e">author.</subfield><subfield code="1">https://id.oclc.org/worldcat/entity/E39PCjxvCFjTvtB68BHgcq4Rmm</subfield><subfield code="0">http://id.loc.gov/authorities/names/no2017017066</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Chatterjee, Susmita,</subfield><subfield code="e">author.</subfield><subfield code="1">https://id.oclc.org/worldcat/entity/E39PCjGKyrWqFqK8h3vhMd9Hcq</subfield><subfield code="0">http://id.loc.gov/authorities/names/no2017016740</subfield></datafield><datafield tag="758" ind1=" " ind2=" "><subfield code="i">has work:</subfield><subfield code="a">Dynamic linkages and volatility spillover (Text)</subfield><subfield code="1">https://id.oclc.org/worldcat/entity/E39PCFC7rq4pwjt7vHWvhg3pmq</subfield><subfield code="4">https://id.oclc.org/worldcat/ontology/hasWork</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Print version:</subfield><subfield code="a">Bagchi, Bhaskar.</subfield><subfield code="t">Dynamic linkages and volatility spillover.</subfield><subfield code="b">First edition.</subfield><subfield code="d">United Kingdom : Emerald, 2016</subfield><subfield code="z">9781786355546</subfield><subfield code="w">(DLC) 2016498041</subfield><subfield code="w">(OCoLC)953843379</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="l">FWS01</subfield><subfield code="p">ZDB-4-EBU</subfield><subfield code="q">FWS_PDA_EBU</subfield><subfield code="u">https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=1407251</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="938" ind1=" " ind2=" "><subfield code="a">Askews and Holts Library Services</subfield><subfield code="b">ASKH</subfield><subfield code="n">AH31286394</subfield></datafield><datafield tag="938" ind1=" " ind2=" "><subfield code="a">EBL - Ebook Library</subfield><subfield code="b">EBLB</subfield><subfield code="n">EBL4717051</subfield></datafield><datafield tag="938" ind1=" " ind2=" "><subfield code="a">EBSCOhost</subfield><subfield code="b">EBSC</subfield><subfield code="n">1407251</subfield></datafield><datafield tag="938" ind1=" " ind2=" "><subfield code="a">ProQuest MyiLibrary Digital eBook Collection</subfield><subfield code="b">IDEB</subfield><subfield code="n">cis35291593</subfield></datafield><datafield tag="938" ind1=" " ind2=" "><subfield code="a">YBP Library Services</subfield><subfield code="b">YANK</subfield><subfield code="n">13108828</subfield></datafield><datafield tag="994" ind1=" " ind2=" "><subfield code="a">92</subfield><subfield code="b">GEBAY</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-4-EBU</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-863</subfield></datafield></record></collection> |
| geographic | Developing countries fast |
| geographic_facet | Developing countries |
| id | ZDB-4-EBU-ocn961453183 |
| illustrated | Not Illustrated |
| indexdate | 2024-11-26T14:49:25Z |
| institution | BVB |
| isbn | 9781786355539 1786355531 |
| language | English |
| oclc_num | 961453183 |
| open_access_boolean | |
| owner | MAIN DE-863 DE-BY-FWS |
| owner_facet | MAIN DE-863 DE-BY-FWS |
| physical | 1 online resource (xii, 212 pages) |
| psigel | ZDB-4-EBU |
| publishDate | 2016 |
| publishDateSearch | 2016 |
| publishDateSort | 2016 |
| publisher | Emerald, |
| record_format | marc |
| spelling | Bagchi, Bhaskar, author. https://id.oclc.org/worldcat/entity/E39PCjwgxcxCkhHbRK98tqyR4y http://id.loc.gov/authorities/names/no2017017512 Dynamic linkages and volatility spillover : effects of oil prices on exchange rates, and stock markets of emerging economies / by Bhaskar Bagchi, Department of Commerce, Alipurduar College, Alipurduar, India ; Dhrubaranjan Dandapat, Department of Commerce, University of Calcutta, Kolkata, India ; Susmita Chatterjee, Department of Economics, Maharaja Manindra Chandra College, Kolkata, India. [Bingle] : Emerald, 2016. ©2016 1 online resource (xii, 212 pages) text txt rdacontent computer c rdamedia online resource 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. Includes bibliographical references and index. Introduction -- Literature review -- New oil price shock: effect on the emerging economies -- Crude oil price, exchange rates, and stock markets of emerging economies -- Interdependence and interrelationship between crude oil prices, exchange rates, and Indian stock market -- Dynamic linkages between crude oil prices, exchange rates, and stock markets of other emerging economies -- Volatility spillovers between crude oil price, exchange rate, and stock market of India -- Volatility spillovers between crude oil price, exchange rate, and stock market of other emerging economies -- Conclusions. Print version record. Petroleum products Prices Developing countries. International finance. bicssc BUSINESS & ECONOMICS Industries General. bisacsh Petroleum products Prices fast Developing countries fast Dandapat, Dhrubaranjan, author. https://id.oclc.org/worldcat/entity/E39PCjxvCFjTvtB68BHgcq4Rmm http://id.loc.gov/authorities/names/no2017017066 Chatterjee, Susmita, author. https://id.oclc.org/worldcat/entity/E39PCjGKyrWqFqK8h3vhMd9Hcq http://id.loc.gov/authorities/names/no2017016740 has work: Dynamic linkages and volatility spillover (Text) https://id.oclc.org/worldcat/entity/E39PCFC7rq4pwjt7vHWvhg3pmq https://id.oclc.org/worldcat/ontology/hasWork Print version: Bagchi, Bhaskar. Dynamic linkages and volatility spillover. First edition. United Kingdom : Emerald, 2016 9781786355546 (DLC) 2016498041 (OCoLC)953843379 FWS01 ZDB-4-EBU FWS_PDA_EBU https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=1407251 Volltext |
| spellingShingle | Bagchi, Bhaskar Dandapat, Dhrubaranjan Chatterjee, Susmita Dynamic linkages and volatility spillover : effects of oil prices on exchange rates, and stock markets of emerging economies / Introduction -- Literature review -- New oil price shock: effect on the emerging economies -- Crude oil price, exchange rates, and stock markets of emerging economies -- Interdependence and interrelationship between crude oil prices, exchange rates, and Indian stock market -- Dynamic linkages between crude oil prices, exchange rates, and stock markets of other emerging economies -- Volatility spillovers between crude oil price, exchange rate, and stock market of India -- Volatility spillovers between crude oil price, exchange rate, and stock market of other emerging economies -- Conclusions. Petroleum products Prices Developing countries. International finance. bicssc BUSINESS & ECONOMICS Industries General. bisacsh Petroleum products Prices fast |
| 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_full | Dynamic linkages and volatility spillover : effects of oil prices on exchange rates, and stock markets of emerging economies / by Bhaskar Bagchi, Department of Commerce, Alipurduar College, Alipurduar, India ; Dhrubaranjan Dandapat, Department of Commerce, University of Calcutta, Kolkata, India ; Susmita Chatterjee, Department of Economics, Maharaja Manindra Chandra College, Kolkata, India. |
| title_fullStr | Dynamic linkages and volatility spillover : effects of oil prices on exchange rates, and stock markets of emerging economies / by Bhaskar Bagchi, Department of Commerce, Alipurduar College, Alipurduar, India ; Dhrubaranjan Dandapat, Department of Commerce, University of Calcutta, Kolkata, India ; Susmita Chatterjee, Department of Economics, Maharaja Manindra Chandra College, Kolkata, India. |
| title_full_unstemmed | Dynamic linkages and volatility spillover : effects of oil prices on exchange rates, and stock markets of emerging economies / by Bhaskar Bagchi, Department of Commerce, Alipurduar College, Alipurduar, India ; Dhrubaranjan Dandapat, Department of Commerce, University of Calcutta, Kolkata, India ; Susmita Chatterjee, Department of Economics, Maharaja Manindra Chandra College, Kolkata, India. |
| 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 | Petroleum products Prices Developing countries. International finance. bicssc BUSINESS & ECONOMICS Industries General. bisacsh Petroleum products Prices fast |
| topic_facet | Petroleum products Prices Developing countries. International finance. BUSINESS & ECONOMICS Industries General. Petroleum products Prices Developing countries |
| url | https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=1407251 |
| work_keys_str_mv | AT bagchibhaskar dynamiclinkagesandvolatilityspillovereffectsofoilpricesonexchangeratesandstockmarketsofemergingeconomies AT dandapatdhrubaranjan dynamiclinkagesandvolatilityspillovereffectsofoilpricesonexchangeratesandstockmarketsofemergingeconomies AT chatterjeesusmita dynamiclinkagesandvolatilityspillovereffectsofoilpricesonexchangeratesandstockmarketsofemergingeconomies |