Similar Search Results

Nonlinearity in Indian Stock & Commodity Markets : A Pre-Diagnostic Investigation

Guhathakurta, Kousik - 2011

While there are many evidences of nonlinearity in developed markets, there has not been many works in this direction in Indian financial markets. In this study we wish to bridge this gap by testing for nonlinearity in the Indian stock and commodity market. We consider the index movements in...

Persistent link: https://www.econbiz.de/10013120050

The good, the bad and the ugly relation between oil and commodities : an analysis of asymmetric volatility connectedness and portfolio implications

Maitra, Debasish; Guhathakurta, Kousik; Kang, Sang Hoon - In: Energy economics 94 (2021), pp. 1-30

Persistent link: https://www.econbiz.de/10012649444

The stock and commodity market relation : is it the same for emerging and developed markets?

Guhathakurta, Kousik; Shikhar, Prabandh - In: The empirical economics letters : a monthly … 15 (2016) 6, pp. 543-553

Persistent link: https://www.econbiz.de/10011655777

The comparative dynamics of developed and emerging stock markets : a long memory perspective

Bhattacharya, Sharad Nath; Bhattacharya, Mousumi; … - In: Theoretical economics letters 8 (2018) 8, pp. 1493-1509

Persistent link: https://www.econbiz.de/10011888389

Period specific volatility spillover based connectedness between oil and other commodity prices and their portfolio implications

Guhathakurta, Kousik; Dash, Saumya Ranjan; Maitra, Debasish - In: Energy economics 85 (2020), pp. 1-22

Persistent link: https://www.econbiz.de/10012510102