Daniel Lazar

Pondicherry University - School of Management

ASSOCIATE PROFESSOR IN FINANCE

Pondicherry, 605 014

India

http://www.lazar.in

SCHOLARLY PAPERS

3

DOWNLOADS

97

CITATIONS

0

Scholarly Papers (3)

1.

Determinants of Futures Market in India

XI Capital Markets Conference, 21-22 December 2012, Indian Institute of Capital Markets (UTIICM)
Number of pages: 11 Posted: 02 May 2013
Babu Jose, Daniel Lazar and K. Rao
St. Thomas College - Department of Commerce, Pondicherry University - School of Management and Pondicherry University
Downloads 75 (315,195)

Abstract:

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2.

Vitality Among G8 Stock Markets

Paper presented at the 2016 International Academic Business Conference Washington DC
Number of pages: 10 Posted: 25 May 2018
Namitha K Cheriyan and Daniel Lazar
CHRIST (Deemed to be University) and Pondicherry University - School of Management
Downloads 17 (536,693)

Abstract:

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Stock markets, G8, Cointegration, VECM, Variance Decomposition

3.

Herding Behaviour and Contagion Effect: Application of Multivariate Dynamic Conditional Correlation GARCH Model

Paper presented at the Fourth International Conference on Business Analytics and Intelligence, IISc Bangalore, 2016
Number of pages: 15 Posted: 27 Aug 2018 Last Revised: 02 Sep 2018
Namitha K Cheriyan and Daniel Lazar
CHRIST (Deemed to be University) and Pondicherry University - School of Management
Downloads 5 (611,391)

Abstract:

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Herding Behaviour, Contagion, US Subprime Crisis, Emerging Stock Markets, M-DCC GARCH Model