Alok Kumar Mishra

Evalueserve.com Pvt. Ltd.

Evalueserve.com Pvt. Ltd.

2nd Floor, Unitech World-Cyber Park

Jharsa, Sector-39

Haryana, Gurgaon 122002

India

http://www.evalueserve.com

SCHOLARLY PAPERS

4

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Scholarly Papers (4)

1.

Commodity Futures Markets in India: Riding the Growth Phase

International Conference on Commodity Future: Riding the Growth Phase, January 2008
Number of pages: 28 Posted: 06 Feb 2008
Alok Kumar Mishra
Evalueserve.com Pvt. Ltd.
Downloads 1,641 (10,353)
Citation 1

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Diversification Benefit, Downside Protection, Portfolio Efficient Frontier

2.

How Good is Merton Model at Assessing Credit Risk? Evidence from India

Second Singapore International Conference on Finance 2008
Number of pages: 49 Posted: 31 Jan 2008
Alok Kumar Mishra, Amit C. Kulkarni and Jigisha Thakker
Evalueserve.com Pvt. Ltd., affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 864 (27,366)

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Merton Model, Probability of Default, Credit Spreads

3.

Integration and Efficiency of Stock and Foreign Exchange Markets in India

Number of pages: 46 Posted: 29 Jan 2008
Alok Kumar Mishra and M. Thomas Paul
Evalueserve.com Pvt. Ltd. and University of Botswana
Downloads 520 (54,010)

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Weak form of market efficiency, stock return, exchange rate return, Buy-Hold strategy, Convex trading strategy, Granger`s causality test, Vector Auto Regression

4.

Volatility Spillover between Stock and Foreign Exchange Markets: Indian Evidence

International Journal of Business, Vol. 12, No. 3, 2007
Posted: 10 Jun 2008
Alok Kumar Mishra, Niranjan Swain and Davinder K. Malhotra
Evalueserve.com Pvt. Ltd., affiliation not provided to SSRN and Thomas Jefferson University

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Stock market; Foreign exchange market; Volatility spillovers; Information transmission; ARCH; GARCH; EGARCH