Similar Search Results

A study of excess volatility of gold and silver

Kayal, Parthajit; Maheswaran, S. - In: IIMB management review 33 (2021) 2, pp. 133-145

Persistent link: https://www.econbiz.de/10013205212

Can equity be safe-haven for investment?

Janani Sri S.; Kayal, Parthajit; Balasubramanian, G. - In: Journal of emerging market finance 21 (2022) 1, pp. 32-63

Persistent link: https://www.econbiz.de/10013171276

Is USD-INR really an excessively volatile currency pair?

Kayal, Parthajit; Maheswaran, S. - In: Journal of quantitative economics 15 (2017) 2, pp. 329-342

Persistent link: https://www.econbiz.de/10012418291

Information linkages among BRICS countries : empirical evidence from implied volatility indices

Sharma, Gagan Deep; Kayal, Parthajit; Pandey, Piyush - In: Journal of emerging market finance 18 (2019) 3, pp. 263-289

Persistent link: https://www.econbiz.de/10012163050

Information theoretic ranking of extreme value returns

Kayal, Parthajit; Dutta, Sumanjay; Khandelwal, Vipul; … - In: Journal of quantitative economics 19 (2021) 1, pp. 1-21

Persistent link: https://www.econbiz.de/10012489842

Regime switching and causal network analysis of cryptocurrency volatility : evidence from pre-COVID and post-COVID analysis

Kayal, Parthajit; Dutta, Sumanjay - In: Digital finance : smart data analytics, investment … 6 (2024) 2, pp. 319-340

Persistent link: https://www.econbiz.de/10014584491

Speed of price adjustment in Indian stock market : a paradox

Kayal, Parthajit; Mondal, Sayanti - In: Asia Pacific financial markets 27 (2020) 4, pp. 453-476

Persistent link: https://www.econbiz.de/10012390325

Asymmetric information flow between exchange rate, oil, and gold : new evidence from transfer entropy approach

Maiti, Moinak; Kayal, Parthajit - In: Journal of risk and financial management : JRFM 16 (2023) 1, pp. 1-14

The present study used transfer entropy and effective transfer entropy to examine the asymmetric information flow between exchange rates, oil, and gold. The dataset is composed of daily data covering the period of 1 January 2018 to 31 December 2021. Further, the dataset is bifurcated for...

Persistent link: https://www.econbiz.de/10014301581

A K-means clustering model for analyzing the Bitcoin extreme value returns

Das, Debasmita; Kayal, Parthajit; Maiti, Moinak - In: Decision analytics journal 6 (2023), pp. 1-11

Bitcoin prices are highly volatile and have extreme upper tails of the return distributions. One important component of Bitcoin price jumps is that it does not follow a normal distribution. This present study aims to reduce the extreme value data available on Bitcoin into simple clusters based...

Persistent link: https://www.econbiz.de/10014337127

Application of volatility-managed portfolios in the context of a volatility index

Subramanian, Abhishek; Kayal, Parthajit - 2023

Persistent link: https://www.econbiz.de/10014375126