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Interl-inkages between Asia, Europe and US stock markets : a multivariate cointegration analysis

Sakthivel, P.; Kamaiah, B. - In: Asian African journal of economics and econometrics 11 (2011) 2, pp. 375-393

Persistent link: https://www.econbiz.de/10010006163

Price Discovery and Volatility Spillover between Spot and Futures Markets : Evidence from India

Sakthivel, P. - 2010

The present study investigates the role of information in price discovery function and volatility spillover in Nifty and S&P CNX Nifty futures by employing two-step TGARCH procedures. First, the study examines short and long-run relationship between S&P CNX Nifty index and Nifty index futures in...

Persistent link: https://www.econbiz.de/10013145099

Dynamic interrelationship between stock and foreign exchange markets : evidence from India

Sakthivel, P.; Kamaiah, Bandi - In: Praj̄nȧn : journal of social and management sciences 40 (2011) 3, pp. 193-214

Persistent link: https://www.econbiz.de/10009490930

The effect of derivative trading on volatility of underlying stocks : evidence from the NSE

Sakthivel, P.; Kamaiah, Bandi - In: Indian journal of economics & business : IJEB 10 (2011) 4, pp. 511-531

Persistent link: https://www.econbiz.de/10009491428

Dynamic interrelationship between stock and foreign exchange rate markets : evidence for India

Sakthivel, P.; Kamaiah, Bandi - In: The Indian journal of economics 93 (2013) 4, pp. 369-395

Persistent link: https://www.econbiz.de/10010235068

The causal nexus between stock and foreign exchange markets in India

Sakthivel, P.; Kamaiah, Bandi - In: The Indian economic journal 59 (2011) 3, pp. 110-117

Persistent link: https://www.econbiz.de/10009748240

Interl-inkages between Asia, Europe and US stock markets : a multivariate cointegration analysis

Sakthivel, P.; Kamaiah, Bandi - In: Asian African journal of economics and econometrics 11 (2011) 2, pp. 375-393

Persistent link: https://www.econbiz.de/10009571382

Futures expiration day effects on spot market volatility : evidence from the NSE

Sakthivel, P.; Kamaiah, Bandi - In: The Asian economic review : journal of the Indian … 50 (2008) 3, pp. 571-585

Persistent link: https://www.econbiz.de/10003836302

Correlation and volatility transmission across international stock markets : a bivariate GARCH analysis

Sakthivel, P.; Bodkhe, Naresh; Kamaiah, Bandi - In: International journal of economics and finance 4 (2012) 3, pp. 253-264

Persistent link: https://www.econbiz.de/10009613311

Impact of crypto currencies on performance of stock returns : evidence from BRICS countries

Sakthivel P.; Rajaswaminathan S. - In: Theoretical and applied economics : GAER review 31 (2024) 2/639, pp. 243-254

Persistent link: https://www.econbiz.de/10015054131

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