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008 170606s2016 enk ob 001 0 eng d
020 _a9781786355539 (e-book)
040 _aUtOrBLW
043 _ad------
050 4 _aHD9560.4
_b.B34 2016
072 7 _aBUS069020
_2bisacsh
072 7 _aKCLF
_2bicssc
_2bicssc
080 _a338.5:62-6
082 0 4 _a338.23
_223
100 1 _aBagchi, Bhaskar,
_eauthor.
245 1 0 _aDynamic linkages and volatility spillover :
_beffects of oil prices on exchange rates, and stock markets of emerging economies /
_cBhaskar Bagchi, Dhrubaranjan Dandapat, Susmita Chatterjee.
264 1 _bEmerald Group Publishing Limited,
300 _a1 online resource (224 pages)
504 _aIncludes bibliographic references and index.
520 _aThis 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.
588 0 _aPrint version record
650 0 _aPetroleum products
_xPrices
_zDeveloping countries.
650 7 _aBusiness & Economics
_xInternational
_xEconomics.
_2bisacsh
650 7 _aInternational finance.
_2bicssc
700 1 _aDandapat, Dhrubaranjan,
_eauthor.
700 1 _aChatterjee, Susmita,
_eauthor.
776 _z9781786355546
856 4 0 _uhttps://www.emerald.com/insight/publication/doi/10.1108/9781786355539
999 _c30404
_d30404