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Did Brexit Lead to a Structural Break in Stock Returns of Select EU Countries? – A Time Series Econometric Investigation

Shahani, Rakesh - 2018

The present study is an attempt to investigate the impact of an important event ‘Britain's exit from the EU, BREXIT, i.e., whether or not this even, whose referendum took place on June 23, 2016 with the result being reported in the early morning of June 24, 2016, resulted in causing any...

Persistent link: https://www.econbiz.de/10012908808

A Study of the Movement of Interest Rates and Spillover of Volatility and Returns Amongst the Leading Bank Stocks in India

Shahani, Rakesh; Nagpal, Nikhil - 2021

The present study is an attempt to empirically investigate the impact of interest rates and foreign exchange rates on the movement of banking stocks in India (two from public sector and two from the private sector) for the period April 2013-March 2018 (weekly returns data). The study further...

Persistent link: https://www.econbiz.de/10013237617

Empirical investigation of select NSE sector specific indices to ascertain seasonality & asymmetries in their return & volatility

Shahani, Rakesh; Sharma, Ananya - In: Business analyst : a refereed journal of Shri Ram … 41 (2020) 1, pp. 55-80

Persistent link: https://www.econbiz.de/10013177289

Dynamics of contagion and spillover effects : further evidence from major equity markets

Shahani, Rakesh; Umar, Fahad - In: Praj̄nȧn : journal of social and management sciences 49 (2020) 2, pp. 161-184

Persistent link: https://www.econbiz.de/10012665862

Did BREXIT lead to a structural break in stock returns of select EU countries? : a time series econometric investigation

Shahani, Rakesh; Subhan, Muhammad - In: The IUP journal of financial risk management : IJFRM 15 (2018) 2, pp. 22-36

Persistent link: https://www.econbiz.de/10011988922

A study of the movement of interest rates and spillover of volatility and returns amongst the leading bank stocks in India

Shahani, Rakesh; Nagpal, Nikhil - In: The IUP journal of financial risk management : IJFRM 16 (2019) 4, pp. 7-22

Persistent link: https://www.econbiz.de/10012182607

Dynamics of the co-movement of the returns of the sectorial stock indices of India, US and European economies

Shahani, Rakesh; Talwar, Abhishek; Gupta, Srimann - In: The IUP journal of financial risk management : IJFRM 14 (2017) 3, pp. 7-21

Persistent link: https://www.econbiz.de/10011749544

Dynamics of the Co-Movement of the Returns of the Sectorial Stock Indices of India, US and European Economies

Shahani, Rakesh - 2018

The present study investigates the inter-relationship between the movement of the sectorial indices of India (NSE), the US (NYSE) and European economies (DAX and CAC). The sectors considered in the study are IT, consumer goods, pharma and finance. The study examines the relation between the...

Persistent link: https://www.econbiz.de/10012914259