Niranjan Swain

Affiliation not provided to SSRN
SCHOLARLY PAPERS

1

DOWNLOADS

0

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.

Volatility Spillover between Stock and Foreign Exchange Markets: Indian Evidence

International Journal of Business, Vol. 12, No. 3, 2007
Posted: 10 Jun 2008
Evalueserve.com Pvt. Ltd., affiliation not provided to SSRN and Thomas Jefferson University

Abstract:

Loading...

Stock market; Foreign exchange market; Volatility spillovers; Information transmission; ARCH; GARCH; EGARCH