Open AccessAn Empirical Investigation of the Volatility Spill-over and Asymmetries between Nifty Index and Rupee-Dollar Exchange Rate
Author(s) -
Rakesh Shahani,
Prateek Tomar
Publication year - 2017
Publication title -
journal of business thought
Language(s) - English
Resource type - Journals
ISSN - 2231-1734
DOI - 10.18311/jbt/20209/25712
Subject(s) - autoregressive conditional heteroskedasticity , rupee , volatility (finance) , econometrics , conditional variance , exchange rate , economics , index (typography) , forward volatility , mathematics , financial economics , implied volatility , monetary economics , computer science , world wide web