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Is There a Cointegration Amongst Sector-Specific Indices of the Indian Stock Markets? An Investigation Using ARDL with Single Structural Break
Shahani, Rakesh; Sharma, Ananya - 2021
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...
Persistent link: https://www.econbiz.de/10013237243
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Did BREXIT lead to a structural break in stock returns of select EU countries? : a time series econometric investigation
Shahani, Rakesh; Subhan, Muhammad - In: The IUP journal of financial risk management : IJFRM 15 (2018) 2, pp. 22-36
Persistent link: https://www.econbiz.de/10011988922
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Did Brexit Lead to a Structural Break in Stock Returns of Select EU Countries? – A Time Series Econometric Investigation
Shahani, Rakesh - 2018
The present study is an attempt to investigate the impact of an important event ‘Britain's exit from the EU, BREXIT, i.e., whether or not this even, whose referendum took place on June 23, 2016 with the result being reported in the early morning of June 24, 2016, resulted in causing any...
Persistent link: https://www.econbiz.de/10012908808
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Co-integration dynamics amongst the three MCX commodity indices : linear and non linear approaches
Shahani, Rakesh; Bhardwaj, Uttara - In: IIMS journal of management science 11 (2020) 3, pp. 155-172
Persistent link: https://www.econbiz.de/10012546925