Wavelet Analysis of Price and Volatility Spillovers in Stock Markets; The Case of India and the US

Biswal, Pratap Chandra and Mohanty, Prabir Kumar (2006) Wavelet Analysis of Price and Volatility Spillovers in Stock Markets; The Case of India and the US. Journal of Quantitative Economics, 4 (2).

Text
A84_Biswal_2.pdf
Restricted to Registered users only
Download (1MB) | Request a copy

Item Type:	Article
Uncontrolled Keywords:	Spillover Effect; Wavelets; Scaling; Decomposition; Transmission.
Subjects:	Marketing > Sales Force Management
Divisions:	Finance and Strategy
Depositing User:	Ms. Sachitha R
Date Deposited:	23 Nov 2018 09:46
Last Modified:	27 Feb 2019 04:25
URI:	http://tapmi.informaticsglobal.com/id/eprint/440

Actions (login required)

View Item

ePrints@T A Pai Management Institute is powered by EPrints 3 which is developed by the School of Electronics and Computer Science at the University of Southampton. More information and software credits.