Sub-prime crisis or COVID-19: A comparative analysis of volatility in Indian banking sectoral indices
Stock market volatility may be a function of company, industry, or world over information
made public. The present study has investigated the volatility of Indian banking sectoral …
made public. The present study has investigated the volatility of Indian banking sectoral …
Predicting volatility of bitcoin returns with ARCH, GARCH and EGARCH models
H Yıldırım, FV Bekun - Future Business Journal, 2023 - Springer
The ınvestment decisions of institutional and individual investors in financial markets are
largely influenced by market uncertainty and volatility of the investment instruments. Thus …
largely influenced by market uncertainty and volatility of the investment instruments. Thus …
[PDF][PDF] BIST banka endeksi'nin (XBANK) volatilite yapısının markov rejim değişimi GARCH modeli (MSGARCH) ile analizi
Öz Bu çalışmanın amacı, Borsa İstanbul bünyesinde yoğun işlem gören Borsa İstanbul
Banka Endeksi'nin (BİST XBANK) volatilite yapısının Markov Rejim Değişimi GARCH modeli …
Banka Endeksi'nin (BİST XBANK) volatilite yapısının Markov Rejim Değişimi GARCH modeli …
[HTML][HTML] Modelling time-varying volatility using GARCH models: evidence from the Indian stock market
Background: In this study, we examined the volatility of the Indian stock market from 2008 to
2021. Owing to the financial crisis, volatility forecasting of the Indian stock market has …
2021. Owing to the financial crisis, volatility forecasting of the Indian stock market has …
[PDF][PDF] A study of volatility behaviour of S&P BSE BANKEX return in India: A pragmatic approach using GARCH model
The purpose of this study is to know that how the National and International market, namely
(S&P BSE SENSEX)(NASDAQ)(SSE)(FTSE) can influence the volatility of (S&P BSE …
(S&P BSE SENSEX)(NASDAQ)(SSE)(FTSE) can influence the volatility of (S&P BSE …
Market volatility of banking stock return vis-à-vis banks merger: An application of GARCH model
The objective of this research was to investigate the effects caused by the announcement of
mergers of SBI and its associate banks ie State Bank of Bikaner and Jaipur (SBBJ), State …
mergers of SBI and its associate banks ie State Bank of Bikaner and Jaipur (SBBJ), State …
How volatility and herding of the stock markets in the oceania region influence investors and policymakers: A sector-wise exploration in pre and post-COVID period
The paper probes the sector-wise presence of volatility persistence, herding behavior and
corresponding implications on investors and policymakers in the Oceania region both in Pre …
corresponding implications on investors and policymakers in the Oceania region both in Pre …
Causality and volatility spillovers of banks' stock price returns on BSE Bankex returns
B Subburayan - Journal of Corporate Accounting & Finance, 2024 - Wiley Online Library
This paper investigates the causal relationships and volatility spillovers between the BSE
Bankex index and the stock prices of five major Indian banks (Axis Bank, HDFC Bank, ICICI …
Bankex index and the stock prices of five major Indian banks (Axis Bank, HDFC Bank, ICICI …
[HTML][HTML] Cointegration and causality relationship of Indian stock market with selected world markets
Background: The purpose of this study is to explore the trends and causes of established
and emerging nations' stock market integration with India. The National Stock Exchange …
and emerging nations' stock market integration with India. The National Stock Exchange …
Stock market volatility modeling and forecasting with a special reference to BSE Sensex
This study is intended to investigate the volatility patterns in Bombay Stock Exchange
Limited Sensitivity Index (BSE Sensex) based on time series data collected for 10 years …
Limited Sensitivity Index (BSE Sensex) based on time series data collected for 10 years …