Theoretical Economics Letters

Vol.8 No.8(2018), Paper ID 85133, 18 pages

DOI:10.4236/tel.2018.88095

 

Within and Cross Volatility Contagion Effects among Stock, Crude and Forex Returns: Empirical Evidence from Five Emerging Economies

 

George Varghese

 

Institute for Financial Management and Research (IFMR), Central Expressway, Sector 24, Sri City, Satyavedu, India

 

Copyright © 2018 George Varghese et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article

Varghese, G. (2018) Within and Cross Volatility Contagion Effects among Stock, Crude and Forex Returns: Empirical Evidence from Five Emerging Economies. Theoretical Economics Letters, 8, 1475-1492. doi: 10.4236/tel.2018.88095.
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