Browsing by Author "Karmakar, Madhusudan"
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Item Open Access Growth and prospects of Tourism in North Bengal: a study in tourism and recreation geography(University of North Bengal, 2002) Karmakar, Madhusudan; Chakraborty, Pranab kumarItem Open Access Information Flows between Sectors in Indian Stock Markets(University of North Bengal, 2015-03) Karmakar, MadhusudanThe paper investigates return and volatility spillover mechanism between ten sectors of the Bombay Stock Exchange in India. The study uses cointegration analysis to examine the co-movements between different sectors prices and VAR analysis to investigate the transmission of shocks between different sector returns. A bivariate GARCH model is also used to estimate the volatility spillover mechanism. The findings of the study indicate that there are strong information flows between sectors. The findings have significant implications for investors as well as policymakers.Item Open Access Share price volatility and efficient market hypothesis : analysis of Indian experiences(University of North Bengal, 1993) Karmakar, Madhusudan