2017•SSRN Electronic JournalOpen access

Analysis of Volatility Spill Over between Oil Price and Exchange Rate in India: GARCH Approach

Shekhar Mishra

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Key concepts: Autoregressive conditional heteroskedasticity, Volatility (finance), Exchange rate, Economics, Oil spill, Oil price, Monetary economics, Financial economics

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Analysis of Volatility Spill Over between Oil Price and Exchange Rate in India: GARCH Approach — Research Paper | ScholarLens