132 results on '"Yadav, Miklesh Prasad"'
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2. Unveiling the dynamic linkages between energy, forex and financial markets amidst natural and man-made outbreaks
3. Analyzing the Divergent Effects of Oil Price Changes on BRICS Stock Markets
4. In the Era of 4th Industrial Revolution- Are Technology-Based Assets and Green Equity Index Safe Investments with Developed and Emerging Market Index?
5. Uncovering time and frequency co-movement among green bonds, energy commodities and stock market
6. Does Governance Quality Impact Stock Market Development? An Insight of BRICS Economies
7. Exploring environmental and managerial impacts of crude oil volatility on QUAD financial markets: Insights into dynamic connectedness
8. Does human flight and brain drain affect cross-border acquisitions? Insights into tobit and binomial regression models
9. How do selected asset classes react to sudden shocks? Evidence from Israel-Hamas conflict using Event Study approach
10. Financial and energy exchange traded funds futures: an evidence of spillover and portfolio hedging
11. Spillover Effect of Green Bond with Metal and Bullion Market
12. Middle East conflict and energy companies: The effect of air and drone strikes on global energy stocks
13. An investigation on dynamic connectedness of commodity market with financial market during the Russia–Ukraine invasion
14. Adaptive Market Hypothesis and Cointegration: An Evidence of the Cryptocurrency Market
15. Co-movement between carbon emissions and forex market: A tale of COVID-19 outbreak and Russia-Ukraine invasion
16. Volatility Spillover Between Chinese Stock Market and Selected Emerging Economies: A Dynamic Conditional Correlation and Portfolio Optimization Perspective
17. Uncovering dynamic connectedness of Artificial intelligence stocks with agri-commodity market in wake of COVID-19 and Russia-Ukraine Invasion
18. Traditional assets, digital assets and renewable energy: Investigating connectedness during COVID-19 and the Russia-Ukraine war
19. Do green bonds offer a diversification opportunity during COVID-19?—an empirical evidence from energy, crypto, and carbon markets
20. Do market, resource and knowledge distance impact inbound cross-border acquisition?
21. The domino effect: Analyzing the impact of Silicon Valley Bank's fall on top equity indices around the world
22. Exploring time and frequency linkages of green bond with renewable energy and crypto market
23. Does financial development improve economic growth? The role of asymmetrical relationships
24. Investigating volatility spillover of energy commodities in the context of the Chinese and European stock markets
25. Correction to: Financial and energy exchange traded funds futures: an evidence of spillover and portfolio hedging
26. Does the Cryptocurrency Index Provide Diversification Opportunities With MSCI World Index and MSCI Emerging Markets Index?
27. Non-financial disclosures and sustainable development: A scientometric analysis
28. Time and frequency connectedness of green equity indices: Uncovering a socially important link to Bitcoin
29. Are energy markets informationally smarter than equity markets? Evidence from the COVID-19 experience
30. Comparison of linear and non-linear GARCH models for forecasting volatility of select emerging countries
31. Unveiling the dynamic linkages between energy, forex and financial markets amidst natural and man-made outbreaks
32. Volatility Spillover from the Chinese Stock Market to the G20 Stock Markets in the Wake of the Pandemic COVID-19.
33. Uncovering time and frequency co-movement among green bonds, energy commodities and stock market
34. Long Run & Short Run Relationship between Indian Stock Market & Macroeconomic Variables: A VECM Approach.
35. Random Walk Hypothesis: Evidence from the Top 10 Stock Exchanges Using the Variance Ratio Test
36. Capturing Symmetrical and Asymmetrical Volatility in the Energy Market: Evidence of COVID Outbreak Tenure
37. Dynamic Linkages of Energy Commodities with Bullion and Metal Market: Evidence of Portfolio Hedging
38. An investigation on dynamic connectedness of commodity market with financial market during the Russia–Ukraine invasion
39. Time and Frequency Connectedness Among Emerging Markets and QGREEN, FinTech and Artificial Intelligence-Based Index: Lessons from the Outbreak of COVID-19
40. Forecasting the Energy Commodities: An evidence of ARIMA and Intervention Analysis
41. Robustness of Sharpe single index model in Indian market: a unique approach to identify gems
42. Forecasting the energy commodities: an evidence of ARIMA and intervention analysis
43. Volatility Spillover Between Chinese Stock Market and Selected Emerging Economies: A Dynamic Conditional Correlation and Portfolio Optimization Perspective
44. Correlations and volatility spillover from China to Asian and Latin American Countries: Identifying diversification and hedging opportunities
45. Do green bonds offer a diversification opportunity during COVID-19?—an empirical evidence from energy, crypto, and carbon markets
46. Dynamics of governance, gross capital formation, and growth: Evidence from Brazil, Russia, India, China, and South Africa
47. Do Green Bonds Offer a Diversification Opportunity During COVID19? - An Empirical Evidence from Energy, Crypto, and Carbon Markets
48. Correction to: Financial and energy exchange traded funds futures: an evidence of spillover and portfolio hedging
49. The Asymmetric Relationship between Corruption, Political Stability and Economic Growth: New Evidence from BRICS Countries
50. Financial and energy exchange traded funds futures: an evidence of spillover and portfolio hedging
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