TY  - GEN
AU  - BHATTACHARYA, AYAN
AU  - SENSARMA, RUDRA
TI  - Non linearities in emerging financial markets: Evidence from India
PY  - 2014///
KW  - STOCK MARKET
N2  - 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
ER  -