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Empirical analysis of GARCH and practitioner Black-Scholes model for pricing S&P CNX Nifty 50 index options
Singh, Vipul Kumar; Ahmad, Naseem; Pachori, Pushkar - In: Decision 38 (2011) 2, pp. 51-67
Persistent link: https://www.econbiz.de/10009716076
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Day-of-the-week effect of major currency pairs : new evidences from investors' fear gauge
Singh, Vipul Kumar - In: The journal of asset management 20 (2019) 7, pp. 493-507
Persistent link: https://www.econbiz.de/10012155317
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Dynamic and directional network connectedness of crude oil and currencies : evidence from implied volatility
Singh, Vipul Kumar; Nishant, Shreyank; Kumar, Pawan - In: Energy economics 76 (2018), pp. 48-63
Persistent link: https://www.econbiz.de/10011976582
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Effectiveness of deterministic option pricing models : new evidence from Nifty and Bank Nifty Index options
Singh, Vipul Kumar; Kumar, Pawan - In: The journal of asset management : a major new, … 25 (2024) 2, pp. 172-189
Persistent link: https://www.econbiz.de/10014511683
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Does crude oil fire the emerging markets currencies contagion spillover? : a systemic perspective
Kumar, Pawan; Singh, Vipul Kumar - In: Energy economics 116 (2022), pp. 1-22
Persistent link: https://www.econbiz.de/10013542126