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Price discovery in bitcoin spot or futures during the Covid-19 pandemic? : Evidence from the time-varying parameter vector autoregressive model with stochastic volatility
Mohamad, Azhar; Inani, Sarveshwar Kumar - In: Applied economics letters 30 (2023) 19, pp. 2749-2757
Persistent link: https://www.econbiz.de/10014368575
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The relative efficiency of the crude oil futures market: evidence from India
Inani, Sarveshwar Kumar - In: International journal of banking, accounting and finance 9 (2018) 2, pp. 225-243
Persistent link: https://www.econbiz.de/10011955210
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Price discovery in Indian stock index futures market : new evidence based on intraday data
Inani, Sarveshwar Kumar - In: International journal of Indian culture and business … 14 (2017) 1, pp. 23-43
Persistent link: https://www.econbiz.de/10011714566
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Estimation of tail-related risk measures in the Indian stock market : an extreme value approach
Karmakar, Madhusudan - In: Review of financial economics : RFE 22 (2013) 3, pp. 79-85
Persistent link: https://www.econbiz.de/10010213379
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Asymmetric volatility and risk-return relationship in the Indian stock market
Karmakar, Madhusudan - In: South Asia economic journal : journal of the Institute … 8 (2007) 1, pp. 99-116
Persistent link: https://www.econbiz.de/10003502360
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The effect of spillover on volatility forecasting : an empirical study in Indian Stock Market
Karmakar, Madhusudan; Shukla, Girja Kant - In: Metamorphosis : a journal of management research 15 (2016) 1, pp. 20-30
Persistent link: https://www.econbiz.de/10011625682