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Dynamic linkages betweens US and Indian equity markets : an empirical study

Rani, Asha; Kanojia, Sunaina - In: Business analyst : a refereed journal of Shri Ram … 40 (2019) 2, pp. 19-35

Persistent link: https://www.econbiz.de/10013177239

Volatility forecasting with range-based EGARCH models

Brandt, Michael W.; Jones, Christopher S. - In: Journal of business & economic statistics : JBES ; a … 24 (2006) 4, pp. 470-486

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Evaluating density forecasts with an application to stock market returns

Raaij, Gabriela de; Raunig, Burkhard - 2002

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Exchange rate and stock markets during trade conflicts in the USA, China, and India

Krishnan, Deepika; Dagar, Vishal - In: Global journal of emerging market economies 14 (2022) 2, pp. 185-203

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Dynamic responses of major equity markets to the US fear index

Adrangi, Bahram; Chatrath, Arjun; Macri, Joseph; … - In: Journal of risk and financial management : JRFM 12 (2019) 4/156, pp. 1-23

.e., the Chicago Board of Trade Volatility Index (VIX). The VIX is designed to perform as a leading indicator of the volatility … estimation show that, in the first and second subperiods that cover from 6/2013 through 5/2016, equity market volatility in the …

Persistent link: https://www.econbiz.de/10012173007