On the Asymmetric relationship between India VIX and select Equity Index Returns

Please use this identifier to cite or link to this item: http://localhost:8080/xmlui/handle/123456789/2691

Full metadata record

DC Field	Value	Language
dc.contributor.author	P. B., Saranya	-
dc.contributor.author	R. K., Sudhamathi	-
dc.date.accessioned	2022-02-08T06:02:48Z	-
dc.date.available	2022-02-08T06:02:48Z	-
dc.date.issued	2018-11	-
dc.identifier.issn	2249-7307	-
dc.identifier.uri	www.aijsh.com	-
dc.identifier.uri	http://localhost:8080/xmlui/handle/123456789/2691	-
dc.description.abstract	The study examines the asymmetric and inter temporal relationship between India Volatility Index and select equity index returns. The empirical evidences in the study reveals that there prevails an asymmetric relationship among India VIX and select equity index and at the same time the magnitude of asymmetry is not identical. The study also reveals that the current values of change in volatility and stock returns are negatively correlated, and past and current stock returns are positively associated with the future stock market volatility.	en_US
dc.language.iso	en	en_US
dc.publisher	Asian Journal of Research in Business Economics and Management	en_US
dc.subject	Volatility	en_US
dc.subject	VIX	en_US
dc.subject	IVIX	en_US
dc.title	On the Asymmetric relationship between India VIX and select Equity Index Returns	en_US
dc.type	Article	en_US
Appears in Collections:	International Journals

Files in This Item:

File	Description	Size	Format
ON THE RELATIONSHIP BETWEEN DEMONETISATION, RETURNS AND VOLATILITY IN BANK STOCKs WITH REFERENCE TO NATIONAL STOCK EXCHANGE.docx		10.45 kB	Microsoft Word XML	View/Open