Browsing by Author Kumar, Brajesh
Showing results 5 to 9 of 9
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Issue Date | Title | Author(s) |
---|---|---|
2011 | Modeling price behavior and convenience yield in Indian commodity futures markets | Kumar, Brajesh |
2008 | Price and Volatility Spillovers across North American, European and Asian Stock Markets: With Special Focus on Indian Stock Market | Singh, Priyanka; Kumar, Brajesh; Pandey, Ajay |
4-May-2010 | Price and volatility spillovers across North American, European, and Asian stock markets | Singh, Priyanka; Kumar, Brajesh; Pandey, Ajay |
2011 | Role of Indian Commodity Derivatives Market in Hedging Price Risk: Estimation of Constant and Dynamic Hedge Ratio, and Hedging Effectiveness | Kumar, Brajesh; Pandey, Ajay |
30-Jul-2009 | Volatility Modeling, Seasonality and Risk-Return Relationship in GARCH-in-Mean Framework: The Case of Indian Stock and Commodity Markets | Kumar, Brajesh; Singh, Priyanka |