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How far is Mumbai from Luxemburg and London? : price and volatility linkages between Indian GDRs and their underlying domestic shares

Madhavan, Vinodh; Ray, Partha - 2014

Persistent link: https://www.econbiz.de/10010508649

Madhavan, Vinodh - 2012

This paper is aimed at analyzing the interdependency between American and European Credit Default Swap (CDS) Indices markets from June 2004 to April 2009. For this exercise, the author has chosen the two most liquid Investment-Grade (IG) CDS indices: CDX.NA.IG of North America & iTraxx.Europe of...

Persistent link: https://www.econbiz.de/10013105256

Nonlinearity in Investment-Grade Credit Default Swap (CDS) Indices of US and Europe : Evidence from BDS and Close-Returns Tests

Madhavan, Vinodh - 2013

This paper is aimed at testing for nonlinearity and chaos in Investment Grade CDS Indices of US and Europe. For this exercise, the author has chosen the two most liquid indices, namely CDX.NA.IG (US) and iTraxx.Europe (Europe). BDS test (Brock, Dechert, & Scheinkman, 1987) is employed to test...

Persistent link: https://www.econbiz.de/10013086596

Nonlinearity in global crude oil benchmarks : disentangling the effect of time aggregation

Varghese, George; Madhavan, Vinodh - In: Journal of emerging market finance 20 (2021) 3, pp. 290-307

Persistent link: https://www.econbiz.de/10012660461

Relative efficiency of equity ETFs : an adaptive market hypothesis perspective

Saha, Kunal; Madhavan, Vinodh; Chandrashekhar, G. R. - In: Applied economics letters 28 (2021) 14, pp. 1202-1207

Persistent link: https://www.econbiz.de/10012589993

Effect of COVID-19 on ETF and index efficiency : evidence from an entropy-based analysis

Saha, Kunal; Madhavan, Vinodh; Chandrashekhar, G. R. - In: Journal of economics and finance : JEF 46 (2022) 2, pp. 347-359

Persistent link: https://www.econbiz.de/10013190560

Selection ability, timing ability, and performance persistence of Indian fixed income mutual funds

Patel, Mayank; Madhavan, Vinodh; Das Gupta, Supratim - In: The journal of asset management : a major new, … 23 (2022) 1, pp. 46-61

Persistent link: https://www.econbiz.de/10013170867

Do board characteristics impact corporate risk disclosures? : the Indian experience

Khandelwal, Chandni; Kumar, Satish; Madhavan, Vinodh; … - In: Journal of business research : JBR 121 (2020), pp. 103-111

Persistent link: https://www.econbiz.de/10012417324

Evolving efficiency of dually-listed Indian stocks : a nonlinear perspective

Madhavan, Vinodh; Ray, Partha - In: Journal of quantitative economics 16 (2018) 1, pp. 13-35

Persistent link: https://www.econbiz.de/10012418324

The Journal of Emerging Market Finance : a bibliometric overview : 2002-2019

Kumar, Satish; Madhavan, Vinodh; Sureka, Riya - In: Journal of emerging market finance 19 (2020) 3, pp. 326-352

Persistent link: https://www.econbiz.de/10012308121