In this paper, we examine the dynamic nature of equity market integration for the South Asian countries. The daily data for local equity indices are used from 6 January 2004 to 31 March 2015. Copula GARCH models and Diebold and Yilmaz methodology have been employed to study the inter-temporal...

The need of taxonomy is vital for knowledge sharing. This need has been portrayed by through-life engineering services/systems. This paper addresses this issue by repair process taxonomy development. Framework for repair process taxonomy was developed followed by its implementation. The...

Corporate governance is vital in the effective implementation of domestic and foreign economic policies. In this context, this study examines the role of political connections in the Indian context to understand their impact on firms' productivity and technology transfer. We ask the following...

In this article, we examine the dynamic currency linkages for BRIS (Brazil, Russia, India and South Africa) and 15 other emerging market economies (EMEs) using weekly data from 2001 to 2018. Using the asymmetric dynamic conditional correlation (ADCC)-EGRARCH framework, we find that the average...

We examine prominent market anomalies and evaluate the efficacy of alternative asset pricing models under different financial integration settings. A financial integration index is developed for classifying 25 sample markets into high-, medium- and low integration groups. Size is found to be the...