Work

An empirical examination of volatility spillover between the Indian and US swap markets

Year: 2012

Type: article

Source: International Journal of Emerging Markets

DOI: 10.1108/17468801211237054

Authors: Vivek Bhargava, D.K. Malhotra, Philip Russel, Rahul Singh

Institutions: Alcorn State University, Philadelphia University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1981802588

FWCI: 1.013

Cites: 59

Cited by: 10

Related to: 10