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Correlation transmission between crude oil and Indian markets

Kumar, Dilip; Maheswaran, S. - In: South Asian Journal of Global Business Research 2 (2013) 2, pp. 211-229

Purpose – In this paper, the authors aim to investigate the return, volatility and correlation spillover effects between the crude oil market and the various Indian industrial sectors (automobile, financial, service, energy, metal and mining, and commodities sectors) in order to investigate...

Persistent link: https://www.econbiz.de/10015005858

Modelling asymmetry and persistence under the impact of sudden changes in the volatility of the Indian stock market

Kumar, Dilip; Maheswaran, S. - In: IIMB management review 24 (2012) 3, pp. 123-136

Persistent link: https://www.econbiz.de/10009724325

Testing the martingale hypothesis in the Indian stock market : evidence from multiple variance ratio tests

Kumar, Dilip; Maheswaran, S. - In: Decision 39 (2012) 2, pp. 62-85

Persistent link: https://www.econbiz.de/10009670164

Correlation transmission between crude oil and Indian markets

Kumar, Dilip; Maheswaran, S. - In: South Asian journal of global business research : … 2 (2013) 2, pp. 211-229

Persistent link: https://www.econbiz.de/10010126217

Return, volatility and risk spillover from oil prices and the US dollar exchange rate to the Indian industrial sectors

Kumar, Dilip; Maheswaran, S. - In: Margin: the journal of applied economic research 7 (2013) 1, pp. 61-91

Persistent link: https://www.econbiz.de/10009738171

Long memory in Indian exchange rates : an application of power-law scaling analysis

Kumar, Dilip; Maheswaran, S. - In: Macroeconomics and finance in emerging market economies 8 (2015) 1/3, pp. 90-107

Persistent link: https://www.econbiz.de/10011402342

Volatility persistence in the presence of structural breaks in the Indian banking sector

Kumar, Dilip; Maheswaran, S. - In: Paradigm : the journal of Institute of Management Technology 15 (2011) 1/2, pp. 8-17

Persistent link: https://www.econbiz.de/10011758435

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

Long-range dependence in Indian stock market : a study of Indian sectoral indices

Kumar, Dilip - In: International journal of emerging markets 9 (2014) 4, pp. 505-519

Persistent link: https://www.econbiz.de/10011336733

Market efficiency in Indian exchange rates : adaptive market hypothesis

Kumar, Dilip - In: Theoretical economics letters 8 (2018) 9, pp. 1582-1598

Persistent link: https://www.econbiz.de/10011888649

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