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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
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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
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Modeling persistence and long memory under the impact of regime shifts in the PIGS stock market
Kumar, Dilip; Maheswaran, S. - In: Decision 40 (2013) 1/2, pp. 117-134
Persistent link: https://www.econbiz.de/10010381136
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Asymmetric long memory volatility in the PIIGS economies
Kumar, Dilip; Maheswaran, S. - In: Review of accounting & finance 12 (2013) 1, pp. 23-43
Persistent link: https://www.econbiz.de/10010126725
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Long-range dependence in Indian stock market : a study of Indian sectoral indices
Kumar, Dilip - In: International journal of emerging markets 9 (2014) 4, pp. 505-519
Persistent link: https://www.econbiz.de/10011336733
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Are PIIGS stock markets efficient?
Kumar, Dilip - In: Studies in economics and finance 30 (2013) 3, pp. 209-225
Persistent link: https://www.econbiz.de/10009772963
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Return and volatility transmission between gold and stock sectors : application of portfolio management and hedging effectiveness
Kumar, Dilip - In: IIMB management review 26 (2014) 1, pp. 5-16
Persistent link: https://www.econbiz.de/10010383433
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Structural breaks in volatility transmission from developed markets to major Asian emerging markets
Kumar, Dilip - In: Journal of emerging market finance 18 (2019) 2, pp. 172-209
Persistent link: https://www.econbiz.de/10012121478
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Post-colonial finance
Maheswaran, S.; Balasubramanian, G.; Yoonus, C. A. - In: Journal of emerging market finance 10 (2011) 2, pp. 175-196
Persistent link: https://www.econbiz.de/10009301370
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Cross-sectional dispersion in the Indian stock market
Maheswaran, S.; Balasubramanian, G.; Yoonus, C. A. - In: Decision 38 (2011) 3, pp. 68-101
Persistent link: https://www.econbiz.de/10009716063