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"Indian stock market volatility" : a study of inter-linkages and spillover effects

Nandy, Suparna; Chattopadhyay, Arup Kumar - In: Journal of emerging market finance 18 (2019) 2, pp. 183-212

Persistent link: https://www.econbiz.de/10012121509

Causality between equity mutual fund flows, stock market return and volatility : Indian evidence

Kaur, Inderjit; Vagrecha, Kamal - In: International journal of business and globalisation : IJBG 35 (2023) 1/2, pp. 88-106

Persistent link: https://www.econbiz.de/10014388713

Volatility spillovers across major equity markets of Americas

Adrangi, Bahram; Chatrath, Arjun; Raffiee, Kambiz - In: International journal of business 19 (2014) 3, pp. 255-274

Persistent link: https://www.econbiz.de/10010402088

Relationship between foreign exchange rate and stock price of commercial joint stock banks : evidence from Vietnam

Tran Mong Uyen Ngan - In: International journal of economics and finance 8 (2016) 7, pp. 193-200

Persistent link: https://www.econbiz.de/10011524011

Measurement of volatility spillovers and asymmetric connectedness on commodity and equity markets

Palanska, Tereza - 2018

We study volatility spillovers among commodity and equity markets by employing a recently developed approach based on …-autoregressions. This enables us to measure total, directional and net volatility spillovers as well as the asymmetry of responses to … global financial crisis of 2008. Our empirical analysis reveals that on average, the volatility shocks related to other …

Persistent link: https://www.econbiz.de/10011914776

Impact of implied volatilitiy of Indian stock market on commodity and foreign exchange markets in India : an empricial investigation

B. N., Girish; H., Nagaraj - In: Global journal of business management : GJBM 11 (2017) 2, pp. 21-33

Persistent link: https://www.econbiz.de/10011859899

Shock transmission and volatility spillover in stock and commodity markets : evidence from advanced and emerging markets

Vardar, Gülin; Coş̦kun, Yener; Yelkenci, Tezer - In: Eurasian economic review : a journal in applied … 8 (2018) 2, pp. 231-288

Persistent link: https://www.econbiz.de/10011892913

On the links between stock and commodity markets' volatility

Creti, Anna; Joëts, Marc; Mignon, Valérie - In: Energy economics 37 (2013), pp. 16-28

Persistent link: https://www.econbiz.de/10009759403

Linkages between Thai stock and foreign exchange markets under the floating regime

Jiranyakul, Komain - In: Journal of financial economic policy 4 (2012) 4, pp. 305-319

Persistent link: https://www.econbiz.de/10009674900

Dynamic connectedness and volatility spillover effects of Indian stock market with international stock markets : an empirical investigation using DCC GARCH

Sainath, A. R.; Gnanendra, M.; Mohanasundaram, T.; … - In: Scientific papers of the University of Pardubice 31 (2023) 1, pp. 1-10

analysis indicates a significant level of volatility spillover between the Indian stock market and the international stock … and investors in emerging economies such as India. Overall, this study provides valuable insights into the nature and …

Persistent link: https://www.econbiz.de/10014442259

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