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Price discovery and volatility spillovers in futures and spot commodity markets : some Indian evidence

Mahalik, Mantu Kumar; Acharya, Debashis; Babu, M. Suresh - In: Journal of advances in management research : JAMR 11 (2014) 2, pp. 211-226

Persistent link: https://www.econbiz.de/10010395296

Revisiting the volatility-growth relationship : some cross country evidence : 1978-2017

Raju, Y. N.; Acharya, Debashis - In: Cogent economics & finance 8 (2020) 1, pp. 1-23

This paper attempts a re-examination of the relationship between the output volatility and economic growth using an annual data set for select 67 countries for the period 1978 to 2017 spanning over 40 years. Towards this objective cross section and panel, regressions are estimated for different...

Persistent link: https://www.econbiz.de/10013179618

Futures expiration day effects on spot market volatility : evidence from the NSE

Sakthivel, P.; Kamaiah, Bandi - In: The Asian economic review : journal of the Indian … 50 (2008) 3, pp. 571-585

Persistent link: https://www.econbiz.de/10003836302

The effect of derivative trading on volatility of underlying stocks : evidence from the NSE

Sakthivel, P.; Kamaiah, Bandi - In: Indian journal of economics & business : IJEB 10 (2011) 4, pp. 511-531

Persistent link: https://www.econbiz.de/10009491428

Estimating volatility pattern in stock markets : the Indian case

Das, Saheli; Kulkarni, Archana; Kamaiah, Bandi - In: The IUP journal of applied economics 13 (2014) 4, pp. 42-51

Persistent link: https://www.econbiz.de/10010438488

Correlation and volatility transmission across international stock markets : a bivariate GARCH analysis

Sakthivel, P.; Bodkhe, Naresh; Kamaiah, Bandi - In: International journal of economics and finance 4 (2012) 3, pp. 253-264

Persistent link: https://www.econbiz.de/10009613311

Volatility and its persistence in the Indian stock market : a case study of 30 scrips

Mohanty, Prabir Kumar; Kamaiah, Bandi - In: Journal of foreign exchange and international finance : … 13 (2000) 4, pp. 289-303

Persistent link: https://www.econbiz.de/10001583409

Long memory in stock market volatility : Indian evidences

Hiremath, Gourishankar S.; Kamaiah, Bandi - In: Artha vijñāna : journal of the Gokhale Institute of … 52 (2010) 4, pp. 332-345

Persistent link: https://www.econbiz.de/10009300204

Contagion among select global equity markets : a time-frequency analysis

Bhandari, Avishek; Kamaiah, Bandi - In: Global economy journal : GEJ 19 (2019) 4, pp. 1950023-1-29

Persistent link: https://www.econbiz.de/10012214476

Long memory and fractality among global equity markets : a multivariate wavelet approach

Bhandari, Avishek; Kamaiah, Bandi - In: Journal of quantitative economics 19 (2021) 1, pp. 23-37

Persistent link: https://www.econbiz.de/10012489848