The swiftly growing and overwhelming epidemic in India has intensified the question: What will trend magnitude of impact novel coronavirus disease 2019 (COVID-19) be near future? To answer present question, study requires ample historical data to make an accurate forecast blowout expected confirmed cases. All at once, no prediction can certain as past seldom reiterates itself future likewise. Besides, forecasts are influenced by a number factors like reliability psychological perception...

Carbon emissions, a fast-moving environmental problem, is truly becoming an overarching international financial sensation. The carbon emission challenges faced during the COVID-19 and Russia Ukraine War adversely affected forex market. This paper attempts to unravel frequency co-movement of emissions with We consider daily observation (CE) market proxied by Euro (EUR), Japanese Yen (JPY), British Pound Sterling (GBP), Australian Dollar (AUD) Canadian (CAD) against United States (USD). These...

Purpose The stock market plays a crucial role in driving economic growth and maintaining vibrancy. A key factor shaping the market’s dynamics is investor attention (IA). With rapid of behavioral finance, which offers insights into behavior, choices their impact, there growing concern among scholars about influence IA on global markets. This underscores importance understanding intricate relationship between fluctuations scale. Design/methodology/approach study employs Toda-Yamamoto Granger...

The interdependence of stock markets provides important discernment into the behavior larger international financial markets. This study investigates magnitude and directional volatility spillover patterns among developed emerging countries within APEC bloc, utilizing TVP-VAR model. findings indicate that Russia (15.06%), Vietnam11.64%), Thailand (11.57%) are identified as major transmitters, Malaysia (-28.95%), Philippines (-9.28%), China (-9.53%) receptor spillovers in countries. In...

Appreciation of the impact spot and futures markets on each other their respective function in price discovery is central idea this study’s microstructure design. The volatility spillover co-movement between NIFTY indices during period 2011–2021 are investigated. Maximal overlap discrete wavelet transformation (MODWT)-based DCC GARCH Diebold Yilmaz (2012) models have been applied to understand dynamic associations spillovers returns indices. To uncover time-varying vibrant communications...

The vast amount of non-performing assets (NPAs) is a recurrent problem and huge barrier to developing successful banking sector. MSME sector the Indian economy experiencing worsening with delinquent assets. There has hardly been any systematic evaluation tackling in context loans sanctioned MSMEs. Recent years have seen an increase bad micro, small, medium businesses. Curative preventive measures are both available control (Meher et al., 2020). study makes effort concentrate on...

This paper investigates the impact of Israel-Iran war on global stocks, crypto, and forex markets employing event study methodology. The date for this is April 13, 2024, since Iran-Israel invasion begins that day. We note heterogeneous examined with more turbulence post-event window than pre-event. suggests despite negative abnormal returns market, its overall performance emerges as a bulwark due to resilience.

Global disruptions, such as health crises and geopolitical tensions, significantly impact both climate commodity dynamics. This study, well-grounded on environmental finance theory, input–output modelling, socio-transition philosophy behavioural perspectives, explores the evolving interactions between carbon emissions (CE) metal markets during COVID-19 pandemic Russia–Ukraine war (RUW). The study uses time-varying parameter vector autoregressive model (TVP-VAR) technique to evaluate time...

Green investing is becoming popular in India as the government aims to reduce CO2 emissions through eco-friendly projects. However, these investments Indian green companies are new and may face price fluctuations risks linked other assets. To better understand risks, we employ a dynamic conditional correlation–generalized autoregressive heteroscedasticity (DCC-GARCH) model, enabling us analyze market interdependence by estimating time-varying correlation using monthly data. Our study focuses...

The National Payments Corporation of India (NPCI) has invested a sizable amount money in the country's massive payment infrastructure an effort to enhance user experience. However, order for investments be profitable, NPCI must guarantee ongoing use technological solutions and post-adoptive behaviors like continuance recommendation intention. impact cognitive factors (i.e. Performance expectancy, social influences, facilitating conditions; personal innovativeness) affective (such as...

This paper aims to investigate the cointegration of spot market and future indices (NIFTY, NIKKEI, S&P 500 AND Singapore FTSE) selected developed developing nations from January 2011 December, 2021. The Johansen test, Granger Causality Test, Vector Error Correction Model (VECM) are all used gauge degree cointegration. study's empirical findings support hypothesis that there is between global markets. Comparative tests for causality using error correction model results reveal...