This study examines the process of information transmission in India's agriculture commodity futures market by investigating the price discovery and direction of volatility spillovers between futures and spot prices of nine agricultural commodities viz., Barley, Cardamom, Castor seed, Chana...

In a period of strong upheavals in India's foreign exchange market, the present study investigates the price discovery and volatility spillovers between spot and futures prices of four major international currencies traded on two trading platforms in India. The price discovery results confirm...

Purpose – The purpose of this paper is to examine the price discovery and volatility spillovers in spot and futures prices of four currencies (namely, USD/INR, EURO/INR, GBP/INR and JPY/INR) and between futures prices of both stock exchanges namely, Multi-Commodity Stock Exchange (MCX-SX) and...

In this paper, we examine the dynamic nature of equity market integration for the South Asian countries. The daily data for local equity indices are used from 6 January 2004 to 31 March 2015. Copula GARCH models and Diebold and Yilmaz methodology have been employed to study the inter-temporal...

Purpose: The main aim of the study is to identify some critical microeconomic determinants of financial distress and to design a parsimonious distress prediction model for an emerging economy like India. In doing so, the authors also attempt to compare the forecasting accuracy of alternative...