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Distributions Hypothesis (MDH), which tests the GARCH vs. Volume effect, is also studied between the conditional volatility and …
Persistent link: https://www.econbiz.de/10008543098
The relationship between trading activity, volatility and transaction cost using a three-equation structural model for …
Persistent link: https://www.econbiz.de/10005699250
period November 2004 to February 2007, Granger causality test and augmented GARCH formulation are used for the study …. Evidences are also observed for volatility spillover in the reverse direction, i.e., from NDF to spot market, though the extent …
Persistent link: https://www.econbiz.de/10005699346
This paper studies an episode of dissemination of wrong stock index values in real time due to a software bug in the Indian Nifty index futures market on the morning of January 18, 2006. The episode provides an opportunity to test various models of cognitive biases and bounded rationality...
Persistent link: https://www.econbiz.de/10008752774
The short term and long term stock price volatility changes around bonus and rights issue announcements have been … examined using historical volatility estimation and time varying volatility approach. The results show that the historical … volatility has increased after bonus and rights issue announcements. [WORKING PAPER 61/2011]. URL …
Persistent link: https://www.econbiz.de/10009421646
In support of the financial-accelerator theory, evidence is found on countercyclical price-cost banking margins possibly explaining the amplifications of business cycles in Pakistan. [WP 41]. URL:[http://www.sbp.org.pk/publications/wpapers/2011/wp41.pdf].
Persistent link: https://www.econbiz.de/10009358537
The study explores different aspects of employment and labour market prevalent in large in UAs, in particular global cities. To capture the role of labour market in urban agglomeration, particularly pooling of labour and concentration of economic activities, the paper present a case study of...
Persistent link: https://www.econbiz.de/10009319328
A review of development of school education in India reflects an expansionary phase of number of institutions and …
Persistent link: https://www.econbiz.de/10005170139
Building upon a larger research project at four sites in the Western Ghats of peninsular India, this study examines the …
Persistent link: https://www.econbiz.de/10005696001
The study looks at the relationship between indigenous people and their forest homes using a novel field field experiments approach. [Policy Brief No. 48-10]. URL:[http://www.sandeeonline.org/uploads/documents/publication/906_PUB_Policy_Brief_48_Rucha.pdf].
Persistent link: https://www.econbiz.de/10009002307