Similar Search Results

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

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

Correlations, return and volatility spillovers in Indian exchange rates

Kumar, Dilip - In: Global business review 15 (2014) 1, pp. 77-91

Persistent link: https://www.econbiz.de/10010384952

Factors impacting the interest rate derivatives usage in Indian commercial banks

Kumar, Dilip - In: Theoretical economics letters 7 (2017) 3, pp. 596-614

Persistent link: https://www.econbiz.de/10011674445

Return and volatility spillover among the PIIGS economies and India

Kumar, Dilip; Maheswaran, Srinivasan - In: American Journal of Finance and Accounting 4 (2015) 1, pp. 28-49

This paper examines the linkages among the stock markets of Portugal, Ireland, Italy, Greece, Spain and India using the vector autoregressive multivariate exponential generalised autoregressive conditional heteroskedasticity (VAR-MVEGARCH) model. We also examine the return and volatility...

Persistent link: https://www.econbiz.de/10011207762

Opening noise in the Indian stock market : analysis at individual stock level

Zargar, Faisal Nazir; Kumar, Dilip - In: Theoretical economics letters 9 (2019) 1, pp. 21-32

Persistent link: https://www.econbiz.de/10012005211

Volatility persistence in the presence of structural breaks in the Indian banking sector

Kumar, Dilip; Maheswaran, S. - In: Paradigm : the journal of Institute of Management Technology 15 (2011) 1/2, pp. 8-17

Persistent link: https://www.econbiz.de/10011758435

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

Long memory in Indian exchange rates : an application of power-law scaling analysis

Kumar, Dilip; Maheswaran, S. - In: Macroeconomics and finance in emerging market economies 8 (2015) 1/3, pp. 90-107

Persistent link: https://www.econbiz.de/10011402342

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