The present study makes an attempt to examine the inter-relationship between the movement of the independent indices of the Multi Commodity Exchange of India (MCX), viz., MCX Agri, MCX Metal and MCX Energy. To study the above relation, the monthly returns for these indices were considered for...

The present study is an attempt to investigate the conditional volatility of returns of the two major segments of Indian financial markets viz. Re/$ Exchange Rate and Nifty Index Stock Index using GARCH (p,q) methodology. The period of the study has been taken to be April 2007-March 2017 and the...

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...