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Examining the dynamic and non-linear linkages between crude oil price and Indian stock market volatility

Kumar, Rakesh - In: Global business review 18 (2017) 2, pp. 388-401

Persistent link: https://www.econbiz.de/10011741204

Integration of stock returns and volatility of emerging equity markets : a study under risk and uncertainty

Kumar, Rakesh - In: Review of market integration 8 (2016) 1/2, pp. 79-102

Persistent link: https://www.econbiz.de/10012160835

Empirical Analysis of the Causality between Indian and U.S. Stock Markets’ Conditional Volatility : Further Evidence

Kumar, Rakesh - 2016

This paper is an attempt to investigate the dynamic relationship between U.S. and Indian stock markets through the conditional volatility of two stock markets, during the 1995-2007 period, using the monthly data of BSE listed BSE 100 and NYSE listed S & P 500 indices. The research methodology...

Persistent link: https://www.econbiz.de/10013002313

Impact of Crude Oil Price Volatility on World Equity Markets Behavior

Kumar, Rakesh - 2016

Persistent link: https://www.econbiz.de/10013002318

Economic growth, expected stock returns and volatility : a case of Indian stock market

Kumar, Rakesh; Tamini, Mohammad - In: The international journal of applied economics and finance 5 (2011) 4, pp. 257-268

Persistent link: https://www.econbiz.de/10009512950

Financial instability, integration and volatility of emerging South Asian stock markets

Kumar, Rakesh; Dhankar, Raj S. - In: South Asian journal of business studies 6 (2017) 2, pp. 177-190

Persistent link: https://www.econbiz.de/10011747787

Empirical analysis of conditional heteroskedasticity in time series of stock returns and asymmetric effect on volatility

Kumar, Rakesh; Dhankar, Raj S. - In: Global business review 11 (2010) 1, pp. 21-33

Persistent link: https://www.econbiz.de/10003959232

Economic Growth, Expected Stock Returns and Volatility : A Case of Indian Stock Market

Kumar, Rakesh - 2016

Stock market volatility is a matter of great interest for researchers and policy makers. The present study examines the volatility of daily, weekly and monthly stock returns in view of economic growth rate. It investigates the hypothesis that high economic growth rate tend to stabilize the...

Persistent link: https://www.econbiz.de/10013002317