... India C51 D12 F13 F62 India has long been one of the largest consumers of gold globally, accounting for 20% of the world’s demand as of 2022, with South India alone contributing 40% to the country’s consumption of gold jewellery [World Gold Council (WGC), 2023]. Despite being a major...

... was used. Before performing the ARDL model, we perform the Granger noncausality test (Dumitrescu and Hurlin, 2012) to study the effect of the CSI on the volatility of sectoral returns. COVID-19 GARCH models Sectoral volatility COVID stringency index Indian stock market G10 G11 C32 C51...

... is as follows: Minimization of work effort Utility-level constraint Downward sloping labor supply curve C51 J21 J31 One of the COVID-19-era challenges facing the US economy is a shortage of labor. This brief note provides a modeling perspective that could help to explain at least some...

... emphasizes the potential of “pair trading” in commodity market context that is seldom discussed in academic papers. Financial markets Market efficiency Asset pricing Econometric modelling Metals Futures Pairs trading Cointegration C51 G11 G13 The claim that futures prices affect...

... current values of macroeconomic variables. Peter Mazuruse can be contacted at: pgmazuruse@gmail.com © Emerald Group Publishing Limited 2014 Stock returns Macroeconomic variables Canonical correlation Canonical variates Canonical loadings Redundancy index C51 C61...