01
Original Article
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Modeling Asymmetric Volatility Connectedness and Spillover Dynamics in Emerging Forex Markets Through the Lens of a TVP-VAR Framework
Raj Kumar Singh, Tarun Sharma, Yashvardhan Singh, Ajay Kumar, Sunil Kumar
· pp. 8–38
DOI: 10.17010/ijf/2025/v19i10/175677
Purpose: This article investigated asymmetric volatility connectedness and spillover dynamics in emerging forex markets, emphasizing BRICS countries, amid recent geopolitical and trade-tariff conflicts. Methodology: The analysis employed the recently introduced TVP-VAR framework by Antonakakis et al. (2020) on daily exchange …
Keywords:
volatility, asymmetric, connectedness, spillovers, emerging forex market, TVP-VAR
02
Original Article
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Risk–Return Efficiency of Stochastic Oscillator Strategies in BRICS During COVID-19 and Geopolitical Conflicts
Poonam, N. S. Malik
· pp. 39–52
DOI: 10.17010/ijf/2025/v19i10/175678
Purpose: This study examined the risk–return efficiency of stochastic oscillator-based trading strategies in BRICS stock markets during the COVID-19 pandemic and recent geopolitical conflicts. Methodology: Using daily index data from January 2018 to May 2025, the study applied t-tests, CAGR, …
Keywords:
technical trading, stochastic oscillator, stock market, BRICS
03
Original Article
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An Integrated Total Interpretive Structural Modeling and MICMAC Model for Uncovering the Determinants of Non-Performing Assets in the Indian Banking Industry
Fariya Akbar Ansari, Vardah Saghir, Syed Nadimul Haque
· pp. 53–71
DOI: 10.17010/ijf/2025/v19i10/174469
Purpose: The purpose of rising non-performing assets (NPAs) in the Indian banking sector poses a significant challenge that impacts the sector’s growth and performance. This can be attributed to various factors, including borrowers’ low earnings, priority sector lending, relaxed lending …
Keywords:
total interpretive structural modeling (TISM), non-performing assets (NPA), NPA determinants, Indian banking industry
04
Original Article
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Relationship of Corporate Performance with Stock Returns Across Large-Cap, Mid-Cap, and Small-Cap Firms : Fresh Insights from India
Muhammadriyaj Faniband, Pravin Jadhav
· pp. 72–81
DOI: 10.17010/ijf/2025/v19i10/174258
Purpose: This study investigated how company-specific factors such as net sales, net profit, and earnings per share (EPS) correlate with stock returns across large, mid, and small-cap (LMS) companies. Design/Methodology/Approach : We employed panel cointegration and panel causality models for …
Keywords:
company performance, revenue, profit, earnings per share, stock returns, long-term relationship, causal relationships, India
