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.

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Yes, you can access Dynamic Linkages and Volatility Spillover by Bhaskar Bagchi, Dhrubaranjan Dandapat, Susmita Chatterjee in PDF and/or ePUB format, as well as other popular books in Économie & Économie internationale. We have over one million books available in our catalogue for you to explore.

Information

Publisher

Emerald Group Publishing Limited

Year

2016

ISBN

9781786355539

Topic

Économie

Subtopic

Économie internationale

Front Cover
Dynamic Linkages and Volatility Spillover
Copyright Page
Contents
Foreword
Abstract
Chapter 1 Introduction
Chapter 2 Literature Review
Chapter 3 New Oil Price Shock: Effect on the Emerging Economies
Chapter 4 Crude Oil Price, Exchange Rates, and Stock Markets of Emerging Economies
Chapter 5 Interdependence and Interrelationship between Crude Oil Prices, Exchange Rates, and Indian Stock Market
Chapter 6 Dynamic Linkages between Crude Oil Prices, Exchange Rates, and Stock Markets of Other Emerging Economies
Chapter 7 Volatility Spillovers between Crude Oil Price, Exchange Rate, and Stock Market of India
Chapter 8 Volatility Spillovers between Crude Oil Price, Exchange Rate, and Stock Market of Other Emerging Economies
Chapter 9 Conclusions
Acknowledgments
References
Index