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  1. Article: Synchronization in Cycles of China and India During Recent Crises: A Markov Switching Analysis.

    Dua, Pami / Tuteja, Divya

    Journal of quantitative economics : journal of the Indian Econometric Society

    2023  Volume 21, Issue 2, Page(s) 317–337

    Abstract: We study the impact of recent crisis episodes ... ...

    Abstract We study the impact of recent crisis episodes viz
    Language English
    Publishing date 2023-04-04
    Publishing country India
    Document type Journal Article
    ZDB-ID 2842078-0
    ISSN 2364-1045 ; 0971-1554
    ISSN (online) 2364-1045
    ISSN 0971-1554
    DOI 10.1007/s40953-023-00343-0
    Database MEDical Literature Analysis and Retrieval System OnLINE

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  2. Article: Regime Shifts in the Behaviour of International Currency and Equity Markets: A Markov-Switching Analysis.

    Dua, Pami / Tuteja, Divya

    Journal of quantitative economics : journal of the Indian Econometric Society

    2021  Volume 19, Issue Suppl 1, Page(s) 309–336

    Abstract: This paper examines regime switching behaviour and dynamic linkages among currency and equity markets of Eurozone, India, Japan and U.S. using a Markov-switching framework. First, we seek to characterize the market specific and common regime shifts in ... ...

    Abstract This paper examines regime switching behaviour and dynamic linkages among currency and equity markets of Eurozone, India, Japan and U.S. using a Markov-switching framework. First, we seek to characterize the market specific and common regime shifts in international stock and currency markets. Second, we aim to study regime-dependent conditional correlations across these markets. We estimate state-dependent models for the financial markets in a univariate Markov-switching Autoregression (MS-AR) as well as a multivariate Markov-switching Vector Autoregression (MS-VAR) framework. The paper utilizes weekly data from July, 1999 to October, 2020 to model the interactions among the markets. Our univariate results identify two-states viz
    Language English
    Publishing date 2021-12-10
    Publishing country India
    Document type Journal Article
    ZDB-ID 2842078-0
    ISSN 2364-1045 ; 0971-1554
    ISSN (online) 2364-1045
    ISSN 0971-1554
    DOI 10.1007/s40953-021-00273-9
    Database MEDical Literature Analysis and Retrieval System OnLINE

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  3. Article: Global recession and the Eurozone debt crisis

    Dua, Pami / Tuteja, Divya

    Sustaining high growth in India , p. 177-214

    impact on exports of India and China

    2018  , Page(s) 177–214

    Author's details Pami Dua and Divya Tuteja
    Language English
    Publisher Cambridge University Press
    Publishing place Cambridge, United Kingdom
    Document type Article
    ISBN 978-1-107-18195-3 ; 1-107-18195-X
    Database ECONomics Information System

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  4. Article: Impact of Eurozone sovereign debt crisis on China and India

    Dua, Pami / Tuteja, Divya

    The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore Vol. 62, No. 5 , p. 1137-1164

    2017  Volume 62, Issue 5, Page(s) 1137–1164

    Author's details Pami Dua and Divya Tuteja
    Keywords Eurozone crisis ; China ; India ; Markov-switching
    Language English
    Publisher World Scientific
    Publishing place Hackensack, NJ [u.a.]
    Document type Article
    ZDB-ID 231534-8
    ISSN 0217-5908
    Database ECONomics Information System

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  5. Article: Linkages between Indian and US financial markets

    Dua, Pami / Tuteja, Divya

    Macroeconomics and finance in emerging market economies Vol. 9, No. 1/3 , p. 217-240

    impact of global financial crisis and Eurozone debt crisis

    2016  Volume 9, Issue 1, Page(s) 217–240

    Author's details Pami Dua and Divya Tuteja
    Keywords Emerging markets ; spillovers ; financial markets ; multivariate GARCH-BEKK ; global financial crisis ; Eurozone debt crisis
    Language English
    Dates of publication 2016-9999
    Publisher Routledge
    Publishing place London [u.a.]
    Document type Article
    ZDB-ID 2425758-8
    ISSN 1752-0843
    Database ECONomics Information System

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  6. Book ; Online: Do fences make good neighbours?

    Kaila, Heidi / Singhal, Saurabh / Tuteja, Divya

    evidence from an insurgency in India

    (WIDER working paper ; 2017, 158)

    2017  

    Abstract: India has employed a variety of military, political, and economic measures to combat the long running insurgency in Kashmir with little evidence on what contributes to stability in the region. This paper uses a variety of tests to detect structural ... ...

    Author's details Heidi Kaila, Saurabh Singhal, and Divya Tuteja
    Series title WIDER working paper ; 2017, 158
    Abstract India has employed a variety of military, political, and economic measures to combat the long running insurgency in Kashmir with little evidence on what contributes to stability in the region. This paper uses a variety of tests to detect structural breaks in the time series for violence over the period 1998-2014. We identify a transition from a high violence regime to a low violence regime that coincides with (i) the fencing of the border with Pakistan (ii) the implementation of a large-scale development programme, and (iii) the phasing in of the Indian National Rural Employment Guarantee Scheme (NREGS). Our results highlight the complementary roles of development programmes and security in reducing violence.
    Keywords conflict ; multiple structural breaks ; Nonlinear Time Series Models ; Jammu ; Kashmir ; India
    Language English
    Size 1 Online-Ressource (circa 45 Seiten), Illustrationen
    Publisher United Nations University World Institute for Development Economics Research
    Publishing place Helsinki, Finland
    Document type Book ; Online
    ISBN 9789292563844 ; 929256384X
    Database ECONomics Information System

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  7. Book ; Online: Global recession and Eurozone debt crisis

    Dua, Pami / Tuteja, Divya

    impact on exports of China and India

    (Working paper / Centre for Development Economics, Department of Economics, Delhi School of Economics ; 242)

    2014  

    Author's details Pami Dua; Divya Tuteja
    Series title Working paper / Centre for Development Economics, Department of Economics, Delhi School of Economics ; 242
    Language English
    Size Online-Ressource (42 S.), graph. Darst.
    Publisher CDE
    Publishing place New Delhi
    Document type Book ; Online
    Database ECONomics Information System

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  8. Book ; Online: Interdependence of international financial markets

    Dua, Pami / Tuteja, Divya

    the case of India and US

    (Working paper / Centre for Development Economics, Department of Economics, Delhi School of Economics ; 223)

    2013  

    Author's details Pami Dua; Divya Tuteja
    Series title Working paper / Centre for Development Economics, Department of Economics, Delhi School of Economics ; 223
    Keywords Globalisierung ; Finanzmarktregulierung ; Spillover-Effekt ; Volatilität ; Finanzmarkt ; ARCH-Modell ; Schätzung ; Indien ; USA
    Language English
    Size Online-Ressource
    Publisher CDE
    Publishing place New Delhi
    Document type Book ; Online
    Note IMD-Felder maschinell generiert
    Database ECONomics Information System

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