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ID361714
Title ProperDomestic and international information linkages for the US Dollar/Indian Rupee contracts: An empirical study.
LanguageENG
AuthorSehgal (Sanjay) ;  Dutt (Mala)
`In' analytical NoteManagement and Labour Studies 43(4) Nov 2018 pp 205-233
Journal SourceManagement and Labour Studies 2018-11 43, 4
Classification NumberX:5151
Key WordsDomestic: International: Information linkages: Volatility spillover: Bivariate GARCH-BEKK model ;  International: Information linkages: Volatility spillover: Bivariate GARCH-BEKK model: Domestic ;  Information linkages: Volatility spillover: Bivariate GARCH-BEKK model: Domestic: International ;  Volatility spillover: Bivariate GARCH-BEKK model: Domestic: International ;  Bivariate GARCH-BEKK model: Domestic: International: Information linkages