Browsing by Subject "Cointegration"
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Price and Volatility Spillovers across North American, European and Asian Stock Markets: With Special Focus on Indian Stock Market
(Indian Institute of Management Ahmedabad, 2008)This paper investigates interdependence of fifteen world indices including an Indian market index in terms of return and volatility spillover effect. Interdependence of Indian stock market with other fourteen world markets ... -
Real Estate Investment Selection and Empirical Analysis of Property Prices: Study of Select Residential Projects for Gurgaon, India
(Indian Institute of Management, Ahmedabad, 2015)The paper studies the residential micromarket of the Gurgaon region of the Delhi NCR, India to identify key determinants of real estate investment selection and perform empirical analysis of property prices. Primary survey ...