Dynamic linkage between nifty-fifty and sectorial indices of national stock exchange

Nifty fifty

not but love New Zealand when I was a special forces army officer, because I came to realize that its 6,000 soldiers willingly entered the Korean War to help my country to maintain its freedom. When I was honorably discharged from the army service and attended a scientific conference in Rotorua as a faculty member, I once more fell in love with New Zealand because of its natural beauty. As a ma...

Dynamic Linkages between Exchange Rates and Stock Prices: Evidence from Iran and South Korea

  The main purpose of present study is to analyze the relationship between stock and exchange markets in two Asian countries, Iran and South Korea. A monthly time series of stock price and exchange rate are used over the period 2002: 05 - 2012: 03. The data is collected from the Central Bank of each country and WDI. The calculated stock return and real exchange rate change are used in analysis....

Information flow between stock indices

Using transfer entropy, we observed the strength and direction of information flow between stock indices. We uncovered that the biggest source of information flow is America. In contrast, the Asia/Pacific region the biggest is receives the most information. According to the minimum spanning tree, the GSPC is located at the focal point of the information source for world stock markets. Introduct...

Dynamic linkage between real exchange rates and stock prices: Evidence from developed and emerging Asian markets ¬リニ

Article history: Received 15 February 2010 Received in revised form 13 February 2013 Accepted 21 February 2013 Available online 19 March 2013 This paper investigates the sources of the dynamic relationship between real exchange rates and stock return differentials in relation to the US market for the developed and emerging Asian markets. We, first, derive the dynamic conditional correlation (DC...

Competition, Liquidity and Volatility - A Comparative Study of Bombay Stock Exchange and National Stock Exchange