The present study makes an attempt to investigate the comovement and cointegration amongst the four sector-specific indices of the National Stock Exchange (NSE), viz., Nifty Auto, Nifty FMCG, Nifty Pharma and Nifty Realty for the ten-year period April 2009 to March 2019. The data, for the...

Purpose: The present study is an attempt to investigate the co-integration relation between daily movement of the three MCX India Commodity indices viz. MCX Agri, MCX Energy and MCX Metals for the period Oct 1, 2014 to Sep 30, 2019. Design; The methodology employed for this purpose includes ARDL...