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type_genre:"Article in journal"
type_genre:"Statistics"
~person:"Joshi, Himanshu"
~person:"Kumar, Dilip"
~subject:"Estimation"
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Joshi, Himanshu
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Tiwari, Aviral Kumar
15
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12
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8
Ray, Ranjan
8
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7
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7
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7
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7
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7
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7
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6
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6
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6
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6
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6
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6
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5
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Occasional papers / Reserve Bank of India
3
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2
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1
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1
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1
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1
Market efficiency in Indian exchange rates : adaptive market hypothesis
Kumar, Dilip
- In:
Theoretical economics letters
8
(
2018
)
9
,
pp. 1582-1598
Persistent link: https://www.econbiz.de/10011888649
Saved in:
2
Does introduction of stock options impact stock volatility? : empirical evidence from underlying stocks in Indian market
Joshi, Himanshu
- In:
Theoretical economics letters
8
(
2018
)
10
,
pp. 1803-1815
Persistent link: https://www.econbiz.de/10011889154
Saved in:
3
Integration of the Indian stock market with the world market : a study based on the time-varying Kalman filter approach
Rao Gangadharan, Srinivasa
;
Kumar, Dilip
- In:
International journal of accounting and finance
7
(
2017
)
2
,
pp. 110-126
Persistent link: https://www.econbiz.de/10011803615
Saved in:
4
Return and volatility spillover among the PIIGS economies and India
Kumar, Dilip
;
Maheswaran, Srinivasan
- In:
American journal of finance and accounting
4
(
2015/2016
)
1
,
pp. 28-49
Persistent link: https://www.econbiz.de/10011508870
Saved in:
5
Testing the martingale hypothesis in the Indian stock market : evidence from multiple variance ratio tests
Kumar, Dilip
;
Maheswaran, S.
- In:
Decision
39
(
2012
)
2
,
pp. 62-85
Persistent link: https://www.econbiz.de/10009670164
Saved in:
6
Modelling asymmetry and persistence under the impact of sudden changes in the volatility of the Indian stock market
Kumar, Dilip
;
Maheswaran, S.
- In:
IIMB management review
24
(
2012
)
3
,
pp. 123-136
Persistent link: https://www.econbiz.de/10009724325
Saved in:
7
The fundamental equilibrium real exchange rate in India : an approach to estimation and measurement of misalignment
Joshi, Himanshu
- In:
Occasional papers / Reserve Bank of India
27
(
2006
)
3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10003619402
Saved in:
8
An Almon approximation of the day of the month effect in currency in circulation
Bhattacharya, Kaushik
;
Joshi, Himanshu
- In:
Indian economic review : biannual journal of the Delhi …
37
(
2002
)
2
,
pp. 163-174
Persistent link: https://www.econbiz.de/10001744722
Saved in:
9
The dynamics of money supply process in India : an alternative empirical framework
Joshi, Himanshu
;
Bhattacharyya, Indranil
- In:
Occasional papers / Reserve Bank of India
20
(
1999
)
2
,
pp. 223-241
Persistent link: https://www.econbiz.de/10001474334
Saved in:
10
Excess returns, risk-premia and efficiency of the foreign exchange market : Indian experience in the post liberalisation period
Joshi, Himanshu
- In:
Occasional papers / Reserve Bank of India
19
(
1998
)
2
,
pp. 129-151
Persistent link: https://www.econbiz.de/10001255444
Saved in:
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