The present study investigates the inter-relationship between the movement of the sectorial indices of India (NSE), the US (NYSE) and European economies (DAX and CAC). The sectors considered in the study are IT, consumer goods, pharma and finance. The study examines the relation between the...

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...

The present study makes an attempt to examine the inter-relationship between the movement of the independent indices of the Multi Commodity Exchange of India (MCX), viz., MCX Agri, MCX Metal and MCX Energy. To study the above relation, the monthly returns for these indices were considered for...