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Price discovery and volatility transmission in currency spot and futures markets in India : an empirical analysis
Sakthivel, P.; Chittedi, Krishna Reddy; Sakyi, Daniel - In: Global business review 20 (2019) 4, pp. 931-945
Persistent link: https://www.econbiz.de/10012137518
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Transport infrastructure and manufacturing sector : an energy perspective from India
Shameem P., Mohammed; Chittedi, Krishna Reddy; … - In: International journal of energy sector management 17 (2023) 5, pp. 972-988
Persistent link: https://www.econbiz.de/10014331298
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Financial development, real sector and economic growth : Evidence from emerging market economies
Raghutla, Chandrashekar; Chittedi, Krishna Reddy - In: International Journal of Finance & Economics 26 (2020) 4, pp. 6156-6167
Persistent link: https://www.econbiz.de/10012406991
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Financial Crisis and Contagion Effects to Indian Stock Market: ‘DCC–GARCH’ Analysis
Chittedi, Krishna Reddy - In: Global Business Review 16 (2015) 1, pp. 50-60
The study applies the dynamic conditional correlation (DCC) bivariate generalized autoregressive conditional heteroskedasticity (GARCH) model of Engle (2002) in order to capture the contagion effects during global financial crisis. We used daily stock returns for the period January...
Persistent link: https://www.econbiz.de/10011171380