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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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Information content of derivatives under varying market conditions and moneyness : the case of S&P CNX Nifty Index options
Pathak, Rajesh; Bhattacharjee, Kaushik; Reddy, Nagi - In: Global business review 16 (2015) 2, pp. 281-302
Persistent link: https://www.econbiz.de/10011408718
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Determinants of in-the-money expiration of call option contracts : an empirical evidence from call options on Nifty 50 Index
Sudhakar, Aare; Srikanth, Potharla - In: Global business review 17 (2016) 6, pp. 1373-1387
Persistent link: https://www.econbiz.de/10011665175
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Dynamic linkages between implied volatility indices of developed and emerging financial markets : an econometric approach
Gupta, Divya; Kamilla, Usha - In: Global business review 16 (2015) 5, pp. 46-57
Persistent link: https://www.econbiz.de/10011410378
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Relationship between FIIs' herding and returns in the Indian equity market : further empirical evidence
Choudhary, Kapil; Parminder Singh; Soni, Amit - In: Global business review 23 (2022) 1, pp. 137-155
Persistent link: https://www.econbiz.de/10012822101
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Return and volatility spillover among commodity futures, stock market and exchange rate : evidence from India
Maitra, Debasish; Dawar, Varun - In: Global business review 20 (2019) 1, pp. 214-237
Persistent link: https://www.econbiz.de/10011984156
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On the linkage among ex-ante and ex-post volatility : evidence from NSE option market (India)
Shaikh, Imlak; Padhi, Puja - In: Global business review 14 (2013) 3, pp. 487-505
Persistent link: https://www.econbiz.de/10010230048
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Correlations, return and volatility spillovers in Indian exchange rates
Kumar, Dilip - In: Global business review 15 (2014) 1, pp. 77-91
Persistent link: https://www.econbiz.de/10010384952
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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
Persistent link: https://www.econbiz.de/10011309951
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A wavelet-based MRA-EDCC-GARCH methodology for the detection of news and volatility spillover across sectoral indices : evidence from the Indian financial market
Chakrabarty, Anindya; De, Anupam; Bandyopadhyay, Gautam - In: Global business review 16 (2015) 1, pp. 35-49
Persistent link: https://www.econbiz.de/10011309952