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Sudhakar, Aare; Sireesha, P. Bhanu - In: GITAM journal of management : a quarterly publication … 13 (2015) 2, pp. 40-59

Persistent link: https://www.econbiz.de/10011398114

Cointegration and causality analysis of dynamic linkage between stock market and equity mutual funds in Australia

Sasipa Pojanavatee - In: Cogent economics & finance 2 (2014) 1, pp. 1-17

The existing literature finds conflicting results on the magnitude of price linkages between equity mutual funds and the stock market. The study contends that in an optimal lagged model, the expectations of future prices using knowledge of past price behaviour in a particular equity mutual fund...

Persistent link: https://www.econbiz.de/10010469413

Nonparametric estimation and inference for conditional density based Granger causality measures

Taamouti, Abderrahim; Bouezmarni, Taoufik; El Ghouch, Anouar - In: Journal of econometrics 180 (2014) 2, pp. 251-264

Persistent link: https://www.econbiz.de/10010433362

Co-movements of the Indian stock market with select developed markets

Sudhakar, Aare; Sireesha, P. Bhansu - In: GITAM journal of management : a quarterly publication … 12 (2014) 4, pp. 137-156

Persistent link: https://www.econbiz.de/10011292576

Threshold cointegration, nonlinearity, and frequency domain causality relationship between stock price and Turkish Lira

Kassouri, Yacouba; Altıntaş, Halil - In: Research in international business and finance 52 (2020), pp. 1-18

Persistent link: https://www.econbiz.de/10012548194

COVID-19 pandemic and Romanian stock market volatility : a GARCH approach

Gherghina, Ștefan Cristian; Armeanu, Daniel Ștefan; … - In: Journal of risk and financial management : JRFM 14 (2021) 8, pp. 1-29

This paper investigates the volatility of daily returns on the Romanian stock market between January 2020 and April 2021. Volatility is analyzed by means of the representative index for Bucharest Stock Exchange (BSE), namely, the Bucharest Exchange Trading (BET) index, along with twelve...

Persistent link: https://www.econbiz.de/10012626337