Similar Search Results

Impact of currency futures on volatility in exchange rate : a study of Indian currency market

Kumar, Ashish - In: Paradigm : the journal of Institute of Management Technology 19 (2015) 1, pp. 95-108

Persistent link: https://www.econbiz.de/10011761360

Short Term Trading Model for Asian Equity Index Futures – Using Hurst Exponent

Dudia, Ashwin - 2020

The three-broad behaviour of market prices: trending, mean-reversion and random walk can be studied using the Hurst exponent. The goal of this paper is to develop a comprehensive trading strategy for Asian Equity Index Futures by making use of Hurst exponent of the price series. This paper...

Persistent link: https://www.econbiz.de/10012840881

Modelling volatility in Indian currency market

Mittal, Sanjiv; Kumar, Ashish - In: International journal of bonds and derivatives 2 (2016) 1, pp. 40-58

Persistent link: https://www.econbiz.de/10011585698

Volatility spillovers during normal and high volatility states and their driving factors : a cross-country and cross-asset analysis

Iqbal, Najaf; Bouri, Elie; Liu, Guangrui; Kumar, Ashish - In: International journal of finance & economics : IJFE 29 (2024) 1, pp. 975-995

Persistent link: https://www.econbiz.de/10014470054

Connectedness among major cryptocurrencies in standard times and during the COVID-19 outbreak

Kumar, Ashish; Iqbal, Najaf; Mitra, Subrata Kumar; … - In: Journal of international financial markets, … 77 (2022), pp. 1-17

Persistent link: https://www.econbiz.de/10013357237