This paper is an attempt to investigate the dynamic relationship between U.S. and Indian stock markets through the conditional volatility of two stock markets, during the 1995-2007 period, using the monthly data of BSE listed BSE 100 and NYSE listed S & P 500 indices. The research methodology...

This study examines the impact of domestic and foreign shocks on the real and financial sector of BRIC countries. For this purpose, we use a structural vector autoregressive (SVAR) model over the extended period of 1997 to 2016. We conclude that domestic policy shocks have a more substantial...

Prediction of price fluctuations has always been interesting for academicians, practitioners and investors. However, price fluctuations can never be exactly predicted, but some trends can be drawn in price fluctuations. The first landmark in stock pricing was Capital Asset Pricing Model (CAPM)...

This paper proposes a class of estimators for population correlation coefficient when information about the population mean and population variance of one of the variables is not available but information about these parameters of another variable (auxiliary) is available, in two phase sampling...

This paper proposes a class of estimators for population correlation coefficient when information about the population mean and population variance of one of the variables is not available but information about these parameters of another variable (auxiliary) is available, in two phase sampling...