In this paper, the relationship between electricity consumption (LEC) and economic growth (LGDP) using Autoregressive Distributed Lag (ARDL) model and Granger causality within error correction framework in India over the period 1970–1971 to 2009–2010 are analysed. The results of these tests...

This study attempts to analyze the presence deterministic chaos in the forex markets of select European countries namely Bulgaria, Croatia, Czech Republic, Hungary Poland, Romania, Russia, Slovakia and Slovenia. Monthly NEER data ranging from jan-1994 to Dec-2013 is used for the purpose of...

This paper examines the role of stock markets and banks in promoting economic growth in India. Using the stock market development indicators viz., market size, liquidity, and volatility along with bank credit to GDP ratio as an indicator of banking sector development, and Industrial Production...

In this article, we analyze informational efficiency in daily returns of NASDAQ, DJIA and S&P 500 indices ranging from 04-01-1980 to 12-09-2013.We replace the traditional coarse graining method used in multi-scale entropy analysis by a Maximal Overlap Discreet Wavelet Transform decomposition and...

The study empirically examines correlation and volatility transmission across international stock markets by employing Bivariate GARCH model. The study uses weekly data for major five stock indices such as S&P 500, BSE 30, FTSE 100, Nikkei 225 and Ordinary share price index from 3th January,...