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Pratap Chandra Biswal

Researcher at Management Development Institute

Publications -  11
Citations -  628

Pratap Chandra Biswal is an academic researcher from Management Development Institute. The author has contributed to research in topics: Futures contract & Volatility (finance). The author has an hindex of 5, co-authored 11 publications receiving 376 citations.

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Dynamic linkages among oil price, gold price, exchange rate, and stock market in India

TL;DR: In this paper, the authors explore the relation between global prices of gold, crude oil, the USD-INR exchange rate, and the stock market in India and highlight the need for dynamic policy making in India to contain exchange rate fluctuations and stock market volatility using gold price and oil price as instruments.
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Cointegration and nonlinear causality amongst gold, oil, and the Indian stock market: Evidence from implied volatility indices

TL;DR: In this article, the authors examined the cointegration and nonlinear causality between international gold, crude oil, and the Indian stock market and found evidence of an inverse bi-directional causality.
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Return and volatility linkages among International crude oil price, gold price, exchange rate and stock markets: Evidence from Mexico

TL;DR: In this article, the authors investigated the dynamic relationship among international oil prices, international gold prices, exchange rate and stock market index in Mexico and found that international gold price positively affect the stock price of Mexico while oil price affects them negatively.
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Does internet search interest for gold move the gold spot, stock and exchange rate markets? A study from India

TL;DR: In this article, the authors examined the time varying correlation and nonlinear causality among Google Search Trends for gold, gold spot price in India, the Indian stock market index Nifty and the USDINR exchange rate.
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Volatility–volume causality across single stock spot–futures markets in India

TL;DR: In this article, the causal relationships between volatility and volume across spot and futures market for the 50 constituent stocks of the CNX NIFTY Index were examined and the results highlight the importance of volume in absorbing information and its behaviour as the conduit of information.