Non linearities in emerging financial markets Evidence from India

By:

BHATTACHARYA, AYAN

Contributor(s):

SENSARMA, RUDRA

Material type:

Mixed materialsPublication details: 2014Description: 165-175Subject(s):

STOCK MARKET

NLM classification:

332.6322

In: IIM KOZHIKODE SOCIETY & MANAGEMENT REVIEWMSummary: Efficiency and predictability of fiancial markets are inherently linked to the statistical properties of market indicators. While many papers have researched non linearities in developed fiancial markets, this article examines chaotic dynamic in daily data taken from four fiancial markets in India, an emerging economy. The fiancial markets considered are the stock market, the foreign exchange market, the money market and the bond market.

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Holdings
Item type	Current library	Call number	Vol info	Status	Date due	Barcode
Periodicals/Magazines	SSCBS Library		2/2	Available		P15320

Efficiency and predictability of fiancial markets are inherently linked to the statistical properties of market indicators. While many papers have researched non linearities in developed fiancial markets, this article examines chaotic dynamic in daily data taken from four fiancial markets in India, an emerging economy. The fiancial markets considered are the stock market, the foreign exchange market, the money market and the bond market.

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