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Indian stock market and macroeconomic variables : an empirical investigation based on BSE SENSEX

Mukhopadhyay, Debabrata - In: Mudra : journal of finance and accounting 6 (2019) 2, pp. 13-28

Persistent link: https://www.econbiz.de/10012213189

Forecasting risk using auto regressive integrated moving average approach : an evidence from S&P BSE Sensex

Challa, Madhavi Latha; Malepati, Venkataramanaiah; … - In: Financial innovation : FIN 4 (2018) 24, pp. 1-17

The primary objective of the paper is to forecast the beta values of companies listed on Sensex, Bombay Stock Exchange (BSE). The BSE Sensex constitutes 30 top most companies listed which are popularly known as blue-chip companies. To reach out the predefined objectives of the research, Auto...

Persistent link: https://www.econbiz.de/10011921968

Dynamic interaction between historical and implied volatility in the Indian option market

Viswanathan, T.; Sriram, R.; Mukherjee, Prathana - In: International journal of public sector performance … 8 (2021) 1/2, pp. 128-144

Persistent link: https://www.econbiz.de/10012696739

Indian stock return and macroeconomic variables: a study with monthly level data

Mukhopadhyay, Debabrata - In: The empirical economics letters : a monthly … 18 (2019) 11, pp. 1117-1124

Persistent link: https://www.econbiz.de/10012372773

Approximating risk premium on a parametric arbitrage-free term structure model

Almeida, Caio; Ardison, Kym; Kubudi, Daniela - In: Brazilian review of econometrics : BRE ; the review of … 34 (2014) 2, pp. 203-246

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Small-sample properties of GMM for business-cycle analysis

Christiano, Lawrence J. - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 3, pp. 309-327

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Bayesian methods for dynamic multivariate models

Sims, Christopher A. - In: International economic review 39 (1998) 4, pp. 949-968

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Dynamic foreign currency trading guided by adaptive forecasting

Chen, An-sing; Leung, Mark T. - In: Review of Pacific Basin financial markets and policies 1 (1998) 3, pp. 383-418

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Variance estimation for multivariate dynamic linear models

Barbosa, Emanuel - In: Journal of forecasting 11 (1992) 7, pp. 621-628

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VAR models of inflation

Henry, S. G. B. - In: Quarterly bulletin / Bank of England 33 (1993) 2, pp. 231-239

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