Purpose – The purpose of this paper is to estimate time‐varying conditional volatility, and examine the extent to which trading volume, as a proxy for information arrival, explain the persistence of futures market volatility using National Stock Exchange S&P CRISIL NSE Index Nifty index...

Purpose – The purpose of this paper is to examine the long‐run relationship between the Indian capital markets and key macroeconomic variables such as interest rates, inflation rate, exchange rates and gross domestic savings (GDS) of Indian economy. Design/methodology/approach – Quarterly...

Purpose – The purpose of this paper is to examine the current status of risk management in Indian companies and explore the reasons for the adoption or lack of adoption of integrated approach to risk management. It identifies the imperatives for implementation of comprehensive risk management...