1 hasil untuk "Adesh Doifode"

Volatility integration of crude oil, gold, and interest rates on the exchange rate: DCC GARCH and BEKK GARCH applications

Shailesh Rastogi; Jagjeevan Kanoujiya; Adesh Doifode

Cogent Business & Management, Vol. 11 No. 1 · 2024 · Inggris · DOAJ Scopus

AbstractLiterature is replete with evidence of market integration between crude oil, gold and interest rates (IR) with the exchange rate (ER) due to varied reasons. However, it is observed that the explored market integration is limited for the price and return volatilities. Bivariate GARCH models…