| 000 | 01652nam a22002657a 4500 | ||
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| 003 | ZW-GwMSU | ||
| 005 | 20240524065942.0 | ||
| 008 | 240524b |||||||| |||| 00| 0 eng d | ||
| 022 | _a2319510X | ||
| 040 |
_aMSU _bEnglish _cMSU _erda |
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| 050 | 0 | 0 | _aHD30.4 ASI |
| 100 | 1 |
_aKumar, Surender _eauthor |
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| 245 |
_aVolatility spillovers between foreign exchange markets of India and China/ _ccreated by Surender Kumar, Puneet Dublish, Moon Moon Haque |
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| 264 | 1 |
_aLos Angeles: _bSage, _c2016. |
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| 336 |
_2rdacontent _atext _btxt |
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| 337 |
_2rdamedia _aunmediated _bn |
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| 338 |
_2rdacarrier _avolume _bnc |
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| 440 |
_aAsia-Pacific journal of management research and innovation _vVolume 12, number 2 |
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| 520 | 3 | _aIn 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 |
_aForeign exchange rate _vVolatility _xAsymmetric effects _zIndia _zChina |
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| 700 | 1 |
_aDublish, Puneet _eco author |
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| 700 | 1 |
_aHaque, Moon Moon _eco author |
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| 856 | _uhttps://doi.org/10.1177/2319510X16680660 | ||
| 942 |
_2lcc _cJA |
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| 999 |
_c165650 _d165650 |
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