On the Linkages between India VIX and US Financial Stress Index

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ISSN Print: 2162-2078
ISSN Online: 2162-2086
www.scirp.org/journal/tel
E-mail: tel@scirp.org

"On the Linkages between India VIX and US Financial Stress Index"
written by Amanjot Singh,
published by Theoretical Economics Letters, Vol.6 No.1, 2016

has been cited by the following article(s):

[1]	Forecasting stock market volatility with a large number of predictors: New evidence from the MS-MIDAS-LASSO model
	Annals of Operations Research, 2022

[2]	Forecasting Multivariate Volatilities with Exogenous Predictors: An Application to Industry Diversification Strategies
	2022

[3]	Large Discrete Jumps, Volatility and Indian Equity Market
	The Journal of Wealth Management, 2020

[4]	Large Discrete Jumps, Volatility, and Indian Equity Market
	2020

[5]	SPILLOVER EFFECT OF FINANCIAL STRESS TEST ANNOUNCEMENTS ON STOCK RETURNS OF LISTED NON-BANKING FIRMS IN NIGERIA
	2019

[6]	A revisit to how linkages fuel dependent economic policy initiatives
	2017

[7]	A revisit to how linkages fuel dependent economic policy initiatives: Empirical evidence from US and BRIC financial stress indices
	International Journal of Law and Management, 2017

[8]	Inter-linkages and causal relationships between US and BRIC equity markets: An empirical investigation
	Arab Economic and Business Journal, 2016

[1]	Forecasting stock market volatility with a large number of predictors: New evidence from the MS-MIDAS-LASSO model Annals of Operations Research, 2022 DOI:10.1007/s10479-022-04716-1

[2]	A revisit to how linkages fuel dependent economic policy initiatives International Journal of Law and Management, 2017 DOI:10.1108/IJLMA-08-2016-0074

[3]	Inter-linkages and causal relationships between US and BRIC equity markets: An empirical investigation Arab Economic and Business Journal, 2016 DOI:10.1016/j.aebj.2016.10.003

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