Search Results - subject:"Threshold vector auto regression"

Index futures mispricing : a multi-regime approach to the NIFTY 50 Index futures

Samarakoon, Kithsiri; Pradhan, Rudra Prakash - In: Managerial finance 50 (2024) 12, pp. 2091-2114

Persistent link: https://www.econbiz.de/10015199586

Index futures mispricing: a multi-regime approach to the NIFTY 50 Index futures

Samarakoon, Kithsiri; Pradhan, Rudra Prakash - In: Managerial Finance 50 (2024) 12, pp. 2091-2114

Purpose This study investigates the mispricing dynamics of NIFTY 50 Index futures, drawing upon daily data spanning from January 2008 to July 2023. Design/methodology/approach The study employs both a single regime analysis and a tri-regime model to understand the fluctuations in NIFTY 50 Index...

Persistent link: https://www.econbiz.de/10015353925

Import penetration and price relationships : an empirical analysis of the U.S. catfish market

Surathkal, Prasanna; Dey, Madan M. - In: Aquaculture economics & management : official journal … 24 (2020) 2, pp. 143-160

Persistent link: https://www.econbiz.de/10012206494