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Jointly testing linearity and nonstationarity within threshold autoregressions

Pitarakis, Jean-Yves - 2012

Persistent link: https://www.econbiz.de/10009672417

Relationship between conditional volatility of domestic macroeconomic factors and conditional stock market volatility : some further evidence from India

Kumari, Jyoti; Mahakud, Jitendra - In: Asia-Pacific financial markets 22 (2015) 1, pp. 87-111

Persistent link: https://www.econbiz.de/10010511544

Testing the efficient market hypothesis on the Nairobi Securities Exchange

Njuguna, Josephine - In: Investment management and financial innovations 13 (2016) 3, pp. 75-83

Persistent link: https://www.econbiz.de/10011666583

Market Efficiency in India : An Empirical Study of Random Walk Hypothesis of Indian Stock Market – NSE Midcap

kumar, Satish - 2018

through autocorrelation, Q-statistics and the run test and finds that the Indian stock market was not efficient in the weak … form during the testing period. The results suggest that the stock prices in India do not reflect all the information in …

Persistent link: https://www.econbiz.de/10012931917

The impact of global financial crisis on market efficiency : an empirical analysis of the Indian stock market

Gupta, Jyoti P.; Sankalp, Sardana - In: International journal of economics and finance 9 (2017) 4, pp. 225-252

Persistent link: https://www.econbiz.de/10011650085

Testing of Market Efficiency in India a Study of Random Walk Hypothesis of Indian Stock Market (BSE)

kumar, Satish; Kumar, Lalit - 2022

(Sensitivity Index of BSE of India) for a time period of 01 July 1997- 03 Dec 2014. The existence of random walk for BSE Index has … been examined through autocorrelation, the Box- Jung test statistics and the run test and finds that the Indian stock … market was not efficient in the weak form during the testing period. The results suggest that the stock prices in India do …

Persistent link: https://www.econbiz.de/10013306315

Market Efficiency in India : An Empirical Study of Random Walk Hypothesis of Indian Stock Market – NSE Midcap

Kumar, Dr. Satish - 2015

Persistent link: https://www.econbiz.de/10013031108

Essays on nonstandard testing of trend functions in time series models

Sayginsoy, Ozgen - 2004

Persistent link: https://www.econbiz.de/10003551599

COVID-19 pandemic and Romanian stock market volatility : a GARCH approach

Gherghina, Ștefan Cristian; Armeanu, Daniel Ștefan; … - In: Journal of risk and financial management : JRFM 14 (2021) 8, pp. 1-29

GARCH approach. In the survey, the GARCH model (1,1) was applied to explore the volatility of the BET and BSE traded shares … VAR estimation, no causal connection was found among the COVID-19 variables and the BET index. …

Persistent link: https://www.econbiz.de/10012626337

Is gold a hedge against inflation? : new evidence from a nonlinear ARDL approach

Hoang, Thi Hong Van; Lahiani, Amine; Heller, David - In: Economic modelling 54 (2016), pp. 54-66

Persistent link: https://www.econbiz.de/10011641377