MARC details
| 000 -LEADER |
|---|
| fixed length control field |
01652nam a22002657a 4500 |
| 003 - CONTROL NUMBER IDENTIFIER |
|---|
| control field |
ZW-GwMSU |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20240524065942.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
240524b |||||||| |||| 00| 0 eng d |
| 022 ## - INTERNATIONAL STANDARD SERIAL NUMBER |
|---|
| International Standard Serial Number |
2319510X |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
MSU |
| Language of cataloging |
English |
| Transcribing agency |
MSU |
| Description conventions |
rda |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
HD30.4 ASI |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Kumar, Surender |
| Relator term |
author |
| 245 ## - TITLE STATEMENT |
|---|
| Title |
Volatility spillovers between foreign exchange markets of India and China/ |
| Statement of responsibility, etc. |
created by Surender Kumar, Puneet Dublish, Moon Moon Haque |
| 264 1# - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Place of production, publication, distribution, manufacture |
Los Angeles: |
| Name of producer, publisher, distributor, manufacturer |
Sage, |
| Date of production, publication, distribution, manufacture, or copyright notice |
2016. |
| 336 ## - CONTENT TYPE |
|---|
| Source |
rdacontent |
| Content type term |
text |
| Content type code |
txt |
| 337 ## - MEDIA TYPE |
|---|
| Source |
rdamedia |
| Media type term |
unmediated |
| Media type code |
n |
| 338 ## - CARRIER TYPE |
|---|
| Source |
rdacarrier |
| Carrier type term |
volume |
| Carrier type code |
nc |
| 440 ## - SERIES STATEMENT/ADDED ENTRY--TITLE |
|---|
| Title |
Asia-Pacific journal of management research and innovation |
| Volume/sequential designation |
Volume 12, number 2 |
| 520 3# - SUMMARY, ETC. |
|---|
| Summary, etc. |
In this work, we have examined the volatility and disproportionate influence in foreign exchange markets of India and China, using daily data for the period 10 January 2006 to 23 October 2015. Generalised autoregressive conditional heteroscedasticity (GARCH) models are used to examine the volatility spillover between two markets. Exponential GARCH (EGARCH) model was utilised to catch the effect of good and bad news. Study revealed the bidirectional volatility and disproportionate influence among these markets during the period under observation. This examination would be useful to speculators and policymakers of the money-related markets to support hazard in current situation. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Foreign exchange rate |
| Form subdivision |
Volatility |
| General subdivision |
Asymmetric effects |
| Geographic subdivision |
India |
| -- |
China |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Dublish, Puneet |
| Relator term |
co author |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Haque, Moon Moon |
| Relator term |
co author |
| 856 ## - ELECTRONIC LOCATION AND ACCESS |
|---|
| Uniform Resource Identifier |
https://doi.org/10.1177/2319510X16680660 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
Library of Congress Classification |
| Koha item type |
Journal Article |