Investigating abnormal volatility transmission patterns between emerging and developed stock markets: A case study C Spulbar, J Trivedi, R Birau Journal of Business Economics and Management 21 (6), 1561-1592, 2020 | 51 | 2020 |
Sustainable investing based on momentum strategies in emerging stock markets: A case study for Bombay Stock Exchange (BSE) of India C Spulbar, A Ejaz, R Birau, J Trivedi Scientific Annals of Economics and Business 66 (3), 351–361-351–361, 2019 | 33 | 2019 |
Modelling volatility spillovers, cross-market correlation and co-movements between stock markets in European Union: an empirical case study J Trivedi, C Spulbar, R Birau, A Mehdiabadi Business, Management and Economics Engineering 19 (1), 70-90, 2021 | 29 | 2021 |
Modeling S&P Bombay Stock Exchange BANKEX index volatility patterns using GARCH model R Birău, J Trivedi, M Antonescu Procedia Economics and Finance 32, 520-525, 2015 | 29 | 2015 |
Testing volatility spillovers using GARCH models in the Japanese stock market during COVID-19 C Spulbar, FR Birau, J Trivedi, IT Hawaldar, EL Minea Investment Management and Financial Innovations 19 (1), 262-273, 2022 | 15 | 2022 |
ESTIMATING VOLATILITY SPILLOVERS, DYNAMIC CAUSAL LINKAGES AND INTERNATIONAL CONTAGION PATTERNS BETWEEN DEVELOPED STOCK MARKETS: AN EMPIRICAL CASE STUDY FOR USA, CANADA, FRANCE … C Spulbar, J Trivedi, R Birau, TC Andrei, A Ejaz Annals of'Constantin Brancusi'University of Targu-Jiu. Economy Series …, 2019 | 15 | 2019 |
Modeling volatility in the stock markets of Spain and Hong Kong using GARCH family models in the context of COVID-19 pandemic R Birau, C Spulbar, J Trivedi, I Florescu Revista de Stiinte Politice, 13-21, 2021 | 13 | 2021 |
Modeling emerging stock market volatility using asymmetric GARCH family models: An empirical case study for BSE Ltd.(formerly known as Bombay Stock Exchange) of India J Trivedi, M Afjal, C Spulbar, R Birau, KM Inumula, S Pradhan Revista de Stiinte Politice, 167-176, 2021 | 13 | 2021 |
Estimating fluctuating volatility time series returns for a cluster of international stock markets: A case study for Switzerland S Badarla, B Nathwani, J Trivedi, C Spulbar, R Birau, IT Hawaldar, ... Physics 31, 43-52, 2022 | 11 | 2022 |
The economic consequences of IFRS adoption in the Latin American Countries R Birău, G Birău, J Trivedi International Journal of Business Quantitative Economics and Applied …, 2014 | 11 | 2014 |
Analyzing cointegration and international linkage between Bucharest stock exchange and European developed stock markets FR Birău, J Trivedi NAUN International Journal of Economics and Statistics 4 (1), 237-246, 2013 | 11 | 2013 |
Investigating stylized facts and longterm volatility patterns using GARCH models: An empirical case study for the Russian stock market J Trivedi, C Spulbar, R Birau, I Florescu Revista de Științe Politice. Revue des Sciences Politiques 74, 73-81, 2022 | 10 | 2022 |
Assessing Volatility Patterns using GARCH Family Models: A Comparative Analysis Between the Developed Stock Markets in Italy and Poland C Spulbar, R Birau, J Trivedi, ML Simion, R Baid Annals of Dunarea de Jos University of Galati Fascicle I Economics and …, 2023 | 9 | 2023 |
Co-movements between emerging and developed stock markets in terms of global financial crisis J Trivedi, R Birau the 1st WSEAS International Conference on Mathematics, Statistics & Computer …, 2013 | 9 | 2013 |
Analysis of international contagion in emerging stock markets in terms of global financial crisis J Trivedi, R Birau Advances in Accounting, Auditing and Risk Management 12, 12-6, 2013 | 7 | 2013 |
Investigating international transmission patterns of stock price volatility J Trivedi, R Birău 2nd WSEAS International Conference on Finance, Accounting and Auditing …, 2013 | 7 | 2013 |
Estimating long-term volatility on National Stock Exchange of India R Birău, J Trivedi Procedia Economics and Finance 32, 574-579, 2015 | 5 | 2015 |
Modeling return volatility of BRIC emerging stock markets using GARCH family models J Trivedi Indian Journal of Applied Research, 119-121, 2013 | 5 | 2013 |
Modelling the growth dynamics of sustainable renewable energy – Flourishing green financing JT Haitham Nobanee, Dipanwita Chakraborty Energy Policy 183 (Dec 2023), 2023 | 4 | 2023 |
Investigating the impact of COVID-19 pandemic on volatility patterns and its global implication for textile industry: An empirical case study for Shanghai Stock Exchange of China. J Trivedi, M Afjal, C Spulbar, R Birau, KM Inumula, NE Mitu Industria Textila 73 (4), 2022 | 3 | 2022 |