Estimating bitcoin and traded asset classes volatility using GARCH model

T Sachdeva - International Journal of Electronic Finance, 2021 - inderscienceonline.com
Bitcoin is the world's first cryptocurrency which has largest market capitalization. The study
aims to analyze the risk measures for the bitcoin and comparing with tradable asset classes …

Modelling the impact of Global Financial Crisis on the Indian stock market through GARCH models

S Mathur, V Chotia, NVM Rao - Asia-Pacific Journal of …, 2016 - journals.sagepub.com
The purpose of this article is to examine the impact of Global Financial Crisis on the Indian
stock market which has been an issue of immense interest to time series analysts and …

A study on the impact of macroeconomic factors on S&P BSE Bankex returns

S Sudhakaran… - … Conference on Advances …, 2016 - ieeexplore.ieee.org
Macro environment plays a major role along with the micro environment in making an impact
over the performance of stock market in India. This study attempts to research whether …

Has the global financial crisis made India's stock market more independent?

TG Saji - IUP Journal of Applied Finance, 2014 - search.ebscohost.com
This paper empirically examines the short-run as well as long-run relationship of the Indian
stock market with the major developed markets of the world during the period 2005-13. The …

[PDF][PDF] Linkages between oil sectors returns of asian emerging stock markets: unearthing the hidden opportunity for portfolio diversification

VS Pavto, GA Raju - International Journal of Energy Economics and Policy, 2020 - zbw.eu
The increase in the extent of integration between global markets declined the opportunity for
international portfolio diversification. This in turn created the hurdles amongst the investors …

The Impact of Stock Market Crash Shock on the Real Economy: An Empirical Investigation Based on Vector Autoregressive Model.

H Hammami, Y Boujelbene - IUP Journal of Applied Finance, 2015 - search.ebscohost.com
This paper uses the Vector Autoregressive (VAR) model to investigate the impact of a stock
market crash shock on the real economy in Tunisia. Analysis reveals that the real investment …

Does sector diversification benefit exist?-Empirical analysis of Asian emerging and world leading stock markets

SP Velip, G AnjanaRaju - 2020 - irgu.unigoa.ac.in
This research examines sector-wise integration of two Asian emerging and two world
leading stock markets to determine possible portfolio diversification implications. Analysis of …