Volatility had been used as an indirect means for predicting risk accompanied with the asset.
Volatility explains the variations in returns. Forecasting volatility had been a stimulating …

Purpose: The price of crude oil directly affects inflation. The cost of products and services
goes up across the economy when oil prices rise. Since both factors affected crude oil price …

A new data set of government bond prices, that is, the Clearing Corporation of India
Limited's Broad Total Return Index (BTRI) was introduced in this paper. The Total Returns …

Purpose: This study examined the financial contagion between crude oil and gold prices
with the equity prices of different sectors in the Indian equity market during the recent COVID …

The purpose of this paper is to study the volatility comparison and volatility spillover effects
in India and major global indices. The analysis used a vector autoregression model with …

The purpose of this paper is to study the volatility comparison and volatility spillover effects
in India and major global indices. The study uses a vector autoregression model with …

The macroeconomic variable: crude oil price, gold price, exchange rate, inflation, and stock
returns are highly volatile and are highly correlated to each other. The volatility in one …

The study explored the financial contagion between the five European stock markets
(Germany, Belgium, France, Netherlands, and Spain) and the impact of the US subprime …

In this study, we examined the flow of information and knowledge between the stock market
of the United States (US) and emerging Asian stock markets for a period from January 2000 …

The study focused on volatility modeling of commodity market in India based on the closing
returns of indices of multi commodity exchange, that is, MCX AGRI, MCX METAL, MCX …