information contained across asset markets that reflect the financial conditions in the system. The India FCI comprises of three … asset market indicators - interest rates, exchange rates and equity prices. The usefulness of the India FCI is evident from …

Volatility Index (India VIX) - to explore the feasibility of style, size and time horizon-based portfolio rotation strategies. We …Changes in expected volatility as measured by the index of implied volatility have been used to time the portfolio … et al.,JoI: 23, 2014). In our study, we use sample entropy and approximate entropy indicators - derived from the India …