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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

An automatic bias correction procedure for volatility estimation using extreme values of asset prices

Maheswaran, S.; Kumar, Dilip - In: Economic modelling 33 (2013), pp. 701-712

Persistent link: https://www.econbiz.de/10010194420

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

Detecting sudden changes in the extreme value volatility estimator

Kumar, Dilip; Maheswaran, S. - In: Decision 39 (2012) 3, pp. 44-67

Persistent link: https://www.econbiz.de/10009718085

Modeling persistence and long memory under the impact of regime shifts in the PIGS stock market

Kumar, Dilip; Maheswaran, S. - In: Decision 40 (2013) 1/2, pp. 117-134

Persistent link: https://www.econbiz.de/10010381136

A reflection principle for a random walk with implications for volatility estimation using extreme values of asset prices

Kumar, Dilip; Maheswaran, S. - In: Economic modelling 38 (2014), pp. 33-44

Persistent link: https://www.econbiz.de/10010418224

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

Asymmetric long memory volatility in the PIIGS economies

Kumar, Dilip; Maheswaran, S. - In: Review of accounting & finance 12 (2013) 1, pp. 23-43

Persistent link: https://www.econbiz.de/10010126725

Detecting sudden changes in volatility estimated from high, low and closing prices

Kumar, Dilip; Maheswaran, S. - In: Economic modelling 31 (2013), pp. 484-491

Persistent link: https://www.econbiz.de/10009730777

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

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