Do volume and open interest explain volatility? : an inquiry into the Indian commodity markets

von Maitra, Debasish
Veröffentlicht in Journal of financial economic policy (2014)

Do political connections or elite capture matter in access to financial services? : evidence from Indian households

von Balakumar, Suganya
Veröffentlicht in Journal of behavioral and experimental finance (2023)

Risk implications of dependence in the commodities : a copula-based analysis

von Jain, Prachi
Veröffentlicht in Global finance journal (2023)

Portfolio selection revisited : evidence from the Indian stock market

von Dey, Kushankur
Veröffentlicht in Icfai University Press (Hyderabad) The IUP journal of applied finance (2012)

Price discovery in Indian commodity futures market : an empirical excercise

von Dey, Kushankur
Veröffentlicht in International journal of trade and global markets (2012)

Copulas and dependence structures : evidences from India's and Asian rubber futures markets

von Maitra, Debasish
Veröffentlicht in International journal of financial markets and derivatives (2014)

Dividend announcement and market response in Indian stock market : an event-study analysis

von Maitra, Debasish
Veröffentlicht in Global business review (2012)

Is there commodity connectedness across investment horizons? : evidence using news-based uncertainty indices

von Jain, Prachi
Veröffentlicht in Economics letters (2023)

Do election cycles, political stability, and government effectiveness matter for the risk of banks? : evidence from Indian banks

von MVK, Jagannath
Veröffentlicht in Journal of behavioral and experimental finance (2023)

Do oil and gas prices influence economic policy uncertainty differently : multi-country evidence using time-frequency approach

von Dash, Saumya Ranjan
Veröffentlicht in The quarterly review of economics and finance (2021)

Does sentiment matter for stock returns? : evidence from Indian stock market using wavelet approach

von Dash, Saumya Ranjan
Veröffentlicht in Finance research letters (2018)

The COVID-19 pandemic uncertainty, investor sentiment, and global equity markets : evidence from the time-frequency co-movements

von Dash, Saumya Ranjan
Veröffentlicht in The North American journal of economics and finance (2022)

Is gold a weak or strong hedge and safe haven against stocks? : robust evidences from three major gold-consuming countries

von Dar, Arif Billah
Veröffentlicht in Applied economics (2017)

Period specific volatility spillover based connectedness between oil and other commodity prices and their portfolio implications

von Guhathakurta, Kousik
Veröffentlicht in Energy economics (2020)

Liner shipping industry and oil price volatility : dynamic connectedness and portfolio diversification

von Maitra, Debasish
Veröffentlicht in Transportation research / E (2020)

Oil price and the automobile industry : dynamic connectedness and portfolio implications with downside risk

von Jain, Prachi
Veröffentlicht in Energy economics (2023)

The good, the bad and the ugly relation between oil and commodities : an analysis of asymmetric volatility connectedness and portfolio implications

von Maitra, Debasish
Veröffentlicht in Energy economics (2021)

Financial stress and crude oil implied volatility : new evidence from continuous wavelet transformation framework

von Das, Debojyoti
Veröffentlicht in Energy economics (2022)

Quantile dependencies and connectedness between stock and precious metals markets

von Jain, Prachi
Veröffentlicht in Journal of commodity markets (2023)

The effects of options listing and delisting in a short-sale-constrained market : evidence from the Indian equities markets

von Banerjee, Pradip
Veröffentlicht in Global finance journal (2018)