This book examines the dynamic relationship and volatility spillovers between crude oil prices, exchange rates and stock markets of emerging economies. Although considerable literature on relations...
Dinabandhu Bag is an Associate Professor in Finance at the School of Management, National Institute of Technology, Rourkela, India. He teaches graduate courses in financial management, portfolio ma...
This thesis presents a new strategy that unites qualitative and quantitative mass data in form of text news and tick-by-tick asset prices to forecast the risk of upcoming volatility shocks. Holger ...