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Long-term prior return patterns in stock and sector returns in India

Sehgal, Sanjay; Jain, Sakshi - In: Journal of advances in management research : JAMR 11 (2014) 2, pp. 192-210

Persistent link: https://www.econbiz.de/10010395297

Dynamics of volatility spillover between stock market and foreign exchange market : evidence from Asian Countries

Jebran, Khalil; Iqbal, Amjad - In: Financial innovation : FIN 2 (2016) 3, pp. 1-20

daily data from 4th January, 1999 to 1st January, 2014. Methods: This study opted EGARCH (Exponential Generalized Auto … stock and foreign exchange market. Results: The EGARCH analyses reveal bidirectional asymmetric volatility spillover between …

Persistent link: https://www.econbiz.de/10011542472

Modelling and forecasting of day-ahead electricity price in Indian energy exchange : evidence from MSARIMA-EGARCH model

Ghosh, Sajal; Kanjilal, Kakali - In: International journal of Indian culture and business … 8 (2014) 3, pp. 413-423

Persistent link: https://www.econbiz.de/10010401577

Asymmetric cross-market volatility spillovers : evidence from Indian equity and foreign exchange markets

Panda, Pradiptarathi; Deo, Malabika - In: Decision 41 (2014) 3, pp. 261-270

Persistent link: https://www.econbiz.de/10010412792

The Indian exchange rate and Central Bank action : an EGARCH analysis

Goyal, Ashima; Arora, Sanchit - In: Journal of Asian economics 23 (2012) 1, pp. 60-72

Persistent link: https://www.econbiz.de/10009703198

Price discovery and volatility spillover : evidence from Indian commodity markets

Sehgal, Sanjay; Rajput, Namita; Deisting, Florent- - In: The international journal of business and finance … 7 (2013) 3, pp. 57-75

Persistent link: https://www.econbiz.de/10009675692

Stock market volatility and equity trading volume : empirical examination from Brazil, Russia, India and China (BRIC)

Naik, Pramod Kumar; Padji, Puja - In: Global business review 16 (2015) 5, pp. 28-45

Persistent link: https://www.econbiz.de/10011410247

Determinants of the Indian rupee/US dollar exchange rate and policy implications

Hsing, Yu - In: International journal of economics and business research 10 (2015) 2, pp. 105-111

Persistent link: https://www.econbiz.de/10011413867

Analysis of lead-lag relationship and volatility spillover : evidence from Indian agriculture commodity markets

Shaik, Muneer; Lanka, Abhiram Kartik; Gurmeet Singh - In: International journal of bonds and derivatives 4 (2021) 3, pp. 258-279

Persistent link: https://www.econbiz.de/10012612673

Application of arch family models on volatility and forecasting evaluation of stock market indices

Manjunath BR - In: Finance India : the quarterly journal of Indian … 35 (2021) 4, pp. 1221-1230

Persistent link: https://www.econbiz.de/10013272325