A
Aravind Sampath
Researcher at Indian Institute of Management Kozhikode
Publications - 9
Citations - 30
Aravind Sampath is an academic researcher from Indian Institute of Management Kozhikode. The author has contributed to research in topics: Volatility (finance) & Gold as an investment. The author has an hindex of 2, co-authored 6 publications receiving 17 citations. Previous affiliations of Aravind Sampath include Indian Institute of Management Ahmedabad.
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Dynamic linkages between gold and equity prices: Evidence from Indian financial services and information technology companies
Shubhasis Dey,Aravind Sampath +1 more
TL;DR: In this article, multivariate GARCH models were used to analyze dynamic linkages between gold and equity price, and a $1 long position in the NIFTY Financial Services index or in the nIFTY Information Technology index was hedged for 12 cents and 5 cents, respectively, with a corresponding short position in spot gold.
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Returns, volatility and spillover – A paradigm shift in India?
Shubhasis Dey,Aravind Sampath +1 more
TL;DR: In this paper, the authors investigate spillovers in returns and volatility among five major financial assets in India and find that spillovers account for more than 25 percent of the forecast error variance in all the five markets.
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What drives the off-shore futures market? Evidence from India and China
S. S. S. Kumar,Aravind Sampath +1 more
TL;DR: In this article, the authors investigate price determinants of offshore listed derivatives of Chinese and Indian indices when the underlying is closed for trading using intraday data from Singapore Exchange listed index futures.
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Intraday Variability and Trading Volume: Evidence from National Stock Exchange
TL;DR: In this paper, the authors investigate patterns in returns, volume and volatility and analyse the volume-return relationship using tick-by-tick data from the Indian equity market, based on descriptive mea...
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Return and Volatility Spillovers: An Evaluation of India's Demonetization Policy
Shubhasis Dey,Aravind Sampath +1 more
TL;DR: In this paper, the authors investigated the evolution of dynamic interactions among five major financial assets in the Indian economy, which its recent demonetization policy tried to influence, and found that the banking and real estate sectors matter the most for Indian economy in terms of total spillovers.