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Working paper
Purdah-nusheen Muslim Women: The Religious Subversion of Women's Rights
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Working paper
Occupational stress in the armed forces: An Indian army perspective
In: IIMB Management Review, Band 27, Heft 3, S. 148
ISSN: 2212-4446
Comovement of Fear Index, Stock Returns, Brent Oil Prices in BRIC Countries: The Case of COVID-19
In: The Indian economic journal, Band 70, Heft 4, S. 559-576
ISSN: 2631-617X
The study investigates long-run and short-run cointegrating relationship between stock market returns, fear index (VIX), brent crude oil prices and growth in deaths due to the COVID-19 pandemic for BRIC countries using daily data from 23 January 2020 to 24 August 2020 using Autoregressive Distributed Lag (ARDL) model. CUSUM test and serial correlation test estimates point towards the robustness of the model used. The evidence reveals that for India and Brazil, with the outbreak of COVID-19, decrease in crude oil prices and increase in volatility index, the stock returns started declining in the short run, but the impact has declined and the stock returns have regained in the long run. For China, due to the outbreak of COVID-19 and increase in fear index, stock returns declined in the short run, but the Chinese economy has recovered well due to a strong industrial and services sector. For Russia, increase in deaths due to COVID and decline in oil prices has impacted the stock returns in the long- and short run. Due to a decline of 53% for crude oil prices from January 2020 to May 2020, the Russian economy would face the consequences in the long run as well. The results suggest that though BRIC countries were impacted by growth in COVID-19 deaths, but the recovery trajectory and stability has resumed for all countries except Russia. Results of Granger Causality indicate a bidirectional causality between VIX and stock returns for the Indian market.
Self-Assessment for Image Building
In: The IUP Journal of Soft Skills, Vol. XIII, No. 2, June 2019, pp. 49-54
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Operational Risk: Impact Assessment of the Revised Standardized Approach on Indian Banks
In: Journal of Operational Risk, Band 11, Heft 2
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SSRN
Working paper
Measuring contagion during COVID-19 through volatility spillovers of BRIC countries using diagonal BEKK approach
In: Journal of economic studies, Band 49, Heft 2, S. 227-242
ISSN: 1758-7387
PurposeThe outbreak of the coronavirus disease 2019 (COVID-19) pandemic is an unprecedented shock to the BRICS (Brazil, Russia, India, China, South Africa) economy and their financial markets have plummeted significantly due to it. This paper adds to the recent literature on contagion due to spillover by uniquely examining the presence of pairwise contagion or volatility transmissions in stock markets returns of India, Brazil, Russia, China and USA prior to and during COVID-19 pandemic period.Design/methodology/approachIn this study, the generalised autoregressive conditional heteroskedasticity (GARCH) by Bollerslev (1986) under diagonal parameterization is used to estimate multivariate GARCH framework also known as BEKK (Baba EngleKraft and Kroner) model on stock market returns of BRIC nations and the US.FindingsThe empirical results show that the model captures the volatility spillovers and display statistical significance for own past mean and volatility with both short- and long-run persistence effects. Own volatility spillovers (Heatwave phenomenon) have been found to be highest for the US, China and Brazil compared to Russia and India. The coefficients indicate persistence of volatility for each country in terms of its own past errors. The highest and long-term spillover effect is found between US and Russia. The results recommend that Russia is least vulnerable to outside shocks. Finally after examining the pairwise results, it is suggested that the BRIC countries stock indices have exhibited volatility spillover due to the COVID-19 pandemic.Research limitations/implicationsThe study may be extended to include other emerging market economies under a dynamic framework.Practical implicationsResearchers and policymakers may draw useful insights on cross-market interdependencies regarding the spillovers in BRIC countries' stock markets. It also helps design international portfolio diversification strategies and in constructing optimal portfolios during COVID and in a post-COVID world.Originality/valueCOVID-19 has been an improbable event in the history of the world which can have a large impact on the financial economies across the emerging countries. This event can be deemed to be informative enough to measure the co-movements of the equity markets amongst cross-country return series, which has not been investigated so far for BRIC nations.
Contamination of rice crop with potentially toxic elements and associated human health risks—a review
In: Environmental science and pollution research: ESPR, Band 28, Heft 10, S. 12282-12299
ISSN: 1614-7499
Assessment of arsenic content in soil, rice grains and groundwater and associated health risks in human population from Ropar wetland, India, and its vicinity
In: Environmental science and pollution research: ESPR, Band 24, Heft 23, S. 18836-18848
ISSN: 1614-7499
Demographic Variables and its Relationship to Work Life Balance A study of Doctors in Government Hospitals of Himachal Pradesh
The modern organizations are operating in the environment which is entirely different from the past decades where men dominated the workforce in the factories and the household work was taken care of by the women. ln the rapidly changing environment a large number of women have entered the workforce, which makes the global labor market structure changed. The family structure is moving from traditional single-income family to dual-career family. This trend has enhanced the child and elder care burden on a large number of employees and in addition has created new challenges for them in balancing their work and family life. Therefore, the present study was designed to analyse the relationship between demographic variables and work life balance and its dimensions, namely work interference with personal life, personal life interference with work and work/personal life enhancement. The study sought to determine whether age, gender and marital status had any relationship with work life balance and its dimensions. The study was conducted through the sample of 141 doctors employed in various government hospitals of Himachal Pradesh. The data thus collected have been analyzed with the help of SPSS 17. In order to analyze the data the statistical tools viz. Pearson correlation coefficient and Independent sample t-testwere used.
BASE
Groundwater hydrogeochemistry and non-carcinogenic health risk assessment in major river basins of Punjab, India
In: Environmental science and pollution research: ESPR, Band 30, Heft 53, S. 113335-113363
ISSN: 1614-7499
Assessing ASPECTS and ICH score reliability on NCCT scans via SMART INDIA App and PACS by neurologists and neuro-radiologists
In: Health and Technology, Band 14, Heft 2, S. 305-316
ISSN: 2190-7196
Residue behavior and consumer risk assessment of spirotetramat and chlorpyrifos on cabbage heads and cropped soil
In: Environmental science and pollution research: ESPR, Band 31, Heft 17, S. 25736-25750
ISSN: 1614-7499