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Das, Subhrabaran
- Impact of Market Structure and Performance on Research and Development in Indian Automobile Industry
Abstract Views :415 |
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Authors
Subhrabaran Das
1,
Piya Das
1
Affiliations
1 Department of Economics, Assam University, Silchar 788011, Assam, IN
1 Department of Economics, Assam University, Silchar 788011, Assam, IN
Source
Artha Vijnana: Journal of The Gokhale Institute of Politics and Economics, Vol 54, No 1 (2012), Pagination: 101-112Abstract
Automobile industry is one of the leading industries in India which contributes roughly five per cent of India's GDP. It is growing at a tremendous pace with increasing demand from within the country as well as outside. Due to liberalization, some multinationals have come to capture the Indian market and as a result of this, technological development takes place through research and development. The objectives of the paper are to examine whether the Indian industry is competitive or not and to examine the impact of industrial performance and market structure on research and development. This paper also shows the Schumpeterian inverted U relationship between research and development intensity, and market concentration research and development are affected not only by the last year's profitability but also by market structure. It is based on company level panel data of 19 years from 1990 to 2008 collected from secondary sources.
- Volatility Clustering and Persistence of Volatility in National Stock Exchange Market of India
Abstract Views :440 |
PDF Views:0
Authors
Subhrabaran Das
1,
Intaz Ali
2
Affiliations
1 Department of Economics, Tripura University, Suryamaninagar, Agartala 799022, Tripura, IN
2 Department of Economics, Assam University, Silchar 788011, Assam, IN
1 Department of Economics, Tripura University, Suryamaninagar, Agartala 799022, Tripura, IN
2 Department of Economics, Assam University, Silchar 788011, Assam, IN
Source
Artha Vijnana: Journal of The Gokhale Institute of Politics and Economics, Vol 60, No 3 (2018), Pagination: 295-307Abstract
The paper examines the volatility clustering, leverage effect and persistence of volatility for the NSE three broad market indices by using GARCH models. It reveals that the volatility in these indices exhibits characteristics like volatility clustering, asymmetry effect and persistence of volatility in their daily return. It reveals that both the recent as well as past news have an impact on volatility of these indices. It also finds the existence of leverage effect indicating that the negative shocks or bad news have more impact on volatility than positive shocks or good news.References
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