Comparison of linear and non-linear GARCH models for forecasting volatility of select emerging countries

S Sharma, V Aggarwal, MP Yadav - Journal of Advances in …, 2021 - emerald.com
Purpose Several empirical studies have proven that emerging countries are attractive
destinations for Foreign Institutional Investors (FIIs) because of high expected returns, weak …

Are FinTech, Robotics, and Blockchain index funds providing diversification opportunities with emerging markets? Lessons from pre and postoutbreak of COVID-19

S Sharma, AK Tiwari, S Nasreen - Electronic Commerce Research, 2024 - Springer
The study has been inspired by the emergence of technology-based assets, namely,
FinTech, Robotics, and Blockchain in the 4th Industrial Revolution. We are examining …

Time and frequency connectedness among emerging markets and QGREEN, FinTech and artificial intelligence-based index: Lessons from the outbreak of COVID-19

S Sharma, V Aggarwal, N Dixit, MP Yadav - Vision, 2023 - journals.sagepub.com
The study is about contributing to the ongoing discussion on the diversification opportunities
for emerging markets with non-conventional asset class. The limited literature in the era of …

[PDF][PDF] Causal analysis of stock prices and macroeconomic variables: Evidence from Indian stock market

V Rao, K Jyotreddy - Asian Economic and Financial Review, 2022 - academia.edu
Contribution/Originality: Our study focuses on the NIFTY 200 index, which is an important but
less frequently covered indicator of the Indian economy. Our study also makes use of the …

Fast & furious: Do psychological and legal factors affect commodity price volatility?

B Algieri - The World Economy, 2021 - Wiley Online Library
The present study explores to what extent policy insecurity and the changes in the US legal
financial infrastructure have affected commodity price volatility. In addition to …

[HTML][HTML] Network interlinkages between artificial intelligence and green energy dynamics during the War in a Pandemic: An application of Bayesian vector …

NT Loi, NTT Huyen, TT Thanh - Environmental Challenges, 2023 - Elsevier
We investigate time-varying network interlinkages between artificial intelligence
development and green energy market dynamics during the War in a Pandemic. While …

Volatility spillover impact of FII and MF net equity flows on the Indian sectoral stock indices: recent evidence using BEKK-GARCH

V Aggarwal, A Doifode… - International Journal of …, 2021 - inderscienceonline.com
This study investigates the shock transmission and volatility spillover between nine Indian
stock market sectoral indices with both foreign institutional investors (FII) and mutual funds …

Dynamic connectedness between FinTech and energy markets: Evidence from fat tails, serial dependence, and Bayesian approach

A Bouteska, M Harasheh - International Review of Economics & Finance, 2024 - Elsevier
In a complex global environment, modeling the relationships among several markets and
asset classes has become more challenging. Literature strives to provide conclusive …

What do foreign flows tell us about stock market movements in the presence of permanent and transitory shocks?

H Marfatia - Studies in Economics and Finance, 2022 - emerald.com
Purpose There is no research on understanding the difference in the nature of volatility and
what it entails for the underlying relationship between foreign institutional investors (FII) …

[PDF][PDF] Long and Short-Run Effects of Mode-wise Trade Volume on Nifty Returns: A VECM Model Approach.

J RAVINAGARAJAN, S SOPHIA - Finance India, 2023 - financeindia.org
SEBI has encouraged infusing of smart order routing, colocation, internet, mobile and
algorithmic trading since 2008 along with non-algo trades. This has altered the stock market …