This paper examines the price discovery and volatility spill-over relationship for Indian commodity markets. We cover … discovery results are encouraging given the nascent character of commodity markets in India. However the market does not seem to … be competitive. Volatility spill-over is confirmed for only three commodities and none of the indices. This implies the …

The present paper endeavours to analyse the volatility spill over between crude oil price and exchange rate for India … oil price shocks have similar effects, in terms of magnitude, on exchange rate volatility and also have permanent effect … on exchange rate volatility …

return and volatility spillovers in the analyzed assets. The increased regulatory risk for the Indian IT sector post India … Indian economy. Gold market is responsible for the highest net volatility spillovers to other markets. Spillovers show major … government in India and the Indian government's demonetization exercise were contemporaneous to some of the major episodes of …

), its volatility as well as the asymmetric effects, for the period of 12th May 2009 to 12th June, 2015. The empirical …-of-theweek effect is influenced by the choice of the volatility model applied. Similarly, the highest or lowest volatility market day …