Bitcoins are evolving as a modern class of investment assets and it is crucial for investors to manage their investment risk. This paper examines the impact of macroeconomic-financial indicators on Bitcoin price using symmetric and asymmetric version of autoregressive distributed lag (ARDL)...

Volatility forecasting is an important area of research in financial markets and immense effort has been expended in improving volatility models, since better forecasts translate themselves into better pricing of options and better risk management. In this direction, the present paper attempts...

Johansen's cointegration and Vector Error Correction Model (VECM) are employed to examine the integration and causality between the two dominating Indian stock markets: the Bombay Stock Exchange (BSE) and the National Stock Exchange (NSE). The daily closing prices of NSE S&P CNX Nifty and the...