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An empirical evidence of the casual nexus between Indian Foreign Currency Futures and Spot markets
AnjanaRaju, G.
;
Jambotkar M.M.
(
2018
)
An empirical study on optimal hedge ratio and hedging effectiveness of Nifty IT Index Stocks
AnjanaRaju, G.
;
Velip, S.P.
(
2018
)
Derivative trading and structural breaks in volatility in India: An ICSS approach
Shirodkar, S.
;
AnjanaRaju, G.
(
LLC CPC Business Perspectives
,
2020
)
The Lead Lag relationship between spot and futures markets in the energy sector: Empirical evidence from Indian markets
AnjanaRaju, G.
;
Shirodkar, S.
(
EconJournals
,
2020
)
Relationship between crude oil prices and macro-economic variables: Evidence from BRICS countries
AnjanaRaju, G.
;
Marathe, S.
(
EconJournals
,
2020
)
Does volatility traverse between emerging and frontier stock markets of Asia?
Velip, S.P.
;
AnjanaRaju, G.
(
LLC CPC Business Perspectives
,
2020
)
Stock market integration: A review of literature from a global perspective
AnjanaRaju, G.
;
Velip, S.P.
(
IUP Publications
,
2019
)
Financial performance and efficiency of cotton textile companies - An DEA approach
Popker, S.M.
;
AnjanaRaju, G.
(
Institute of Advanced Scientific Research
,
2020
)
Does sector diversification benefit exist? - Empirical analysis of Asian emerging and world leading stock markets
Velip, S.P.
;
AnjanaRaju, G.
(
Institute of Advanced Scientific Research
,
2020
)
Do the single stock futures and the underlying stocks Lead-Lag? Empirical evidence from Indian markets
Shirodkar, S.
;
AnjanaRaju, G.
(
Institute of Advanced Scientific Research
,
2020
)
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Author
AnjanaRaju, G. (56)
Velip, S.P. (12)
Marathe, S. (7)
Radhamani, D. (6)
Shirodkar, S. (5)
Jambotkar M.M. (4)
Rane, A. (4)
Jambotkar, M. (2)
Marathe, Shripad Ramchandra (2)
Popker, S. (2)
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Journal article (48)
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Commerce (56)
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2020 - 2022 (19)
2010 - 2019 (31)
2002 - 2009 (6)
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