22 research outputs found
Personal Sharing in Small Groups-A Case Study
No full textAbstractIn this paper we discuss the concept of reciprocity in social network. The concept taken for the study is personal sharing among students of second year post graduate programme in two different Universities in India. The data collected is represented as a directed graph in which an arc from one vertex to another vertex represents the existence of personal sharing between the corresponding students. An analysis of these directed graphs is carried out and influential actors in the network are identified. Further the pattern of personal sharing between male and female students reveals a substantial difference of behaviour between the two Universities
Temporal Dynamics of BRIC-A and US Stock Indices: Pre-, During-, and Post-Pandemic Analysis
No full textIntroduction: Global financial markets exhibit varying degrees of interdependence, which can shift during systemic disruptions such as the COVID-19 pandemic. Understanding these dynamics is crucial for investors, policymakers, and risk managers.Objectives: To examine the evolving interdependence between the US stock market and BRIC-A stock markets (Brazil, Russia, India, China, and South Africa) across three distinct periods: pre-pandemic, pandemic, and post-pandemic.Methods: The Johansen cointegration framework was used to test for the presence and stability of long-run relationships, and the Granger causality test identified short-run directional linkages among the markets during the three phases.Results: The analysis revealed that the long-run equilibrium between the US and Indian markets remained stable throughout, while structural shifts were observed in the relationships with China and Russia, indicating heterogeneous market responses to systemic shocks. In the short run, bidirectional linkages between the US and all BRIC-A markets existed before the pandemic; however, post-pandemic, these persisted only with India’s BSE and China’s SSE indices.Conclusions: Global crises can recalibrate financial market integration, reducing linkages among major markets and reshaping interdependencies. These findings have significant implications for portfolio diversification strategies, contagion risk management, and international policy coordination during periods of systemic disruption.
Temporal Dynamics of BRIC-A and US Stock Indices: Pre-, During-, and Post-Pandemic Analysis
Get PDFIntroduction: Global financial markets exhibit varying degrees of interdependence, which can shift during systemic disruptions such as the COVID-19 pandemic. Understanding these dynamics is crucial for investors, policymakers, and risk managers.Objectives: To examine the evolving interdependence between the US stock market and BRIC-A stock markets (Brazil, Russia, India, China, and South Africa) across three distinct periods: pre-pandemic, pandemic, and post-pandemic.Methods: The Johansen cointegration framework was used to test for the presence and stability of long-run relationships, and the Granger causality test identified short-run directional linkages among the markets during the three phases.Results: The analysis revealed that the long-run equilibrium between the US and Indian markets remained stable throughout, while structural shifts were observed in the relationships with China and Russia, indicating heterogeneous market responses to systemic shocks. In the short run, bidirectional linkages between the US and all BRIC-A markets existed before the pandemic; however, post-pandemic, these persisted only with India’s BSE and China’s SSE indices.Conclusions: Global crises can recalibrate financial market integration, reducing linkages among major markets and reshaping interdependencies. These findings have significant implications for portfolio diversification strategies, contagion risk management, and international policy coordination during periods of systemic disruption.
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No full textTo my parents, Edna and Haim. To my sister, Iris, and my brother, Igi. iii ACKNOWLEDGEMENTS Although this dissertation bears the name of a single author, it would not have been possible without the aid of many people. I would like to take this opportunity to express my gratitude to those individuals that helped me complete this work. First and foremost I would like to thank my advisor, Prof. Umakishore Ramachandran, for the optimism, enthusiasm, guidance, and the help he provided me and for the patience he showed through the many (too many...) years I spent at Georgia Tech as a graduate student. Without Prof. Ramachandran’s continuous support it would have been impossible to arrive at this point. I would also like to express my deep appreciation to Vasanthi Ra-machandran for the constant encouragement, and the many gatherings with all the delicious food. Yes, I will get married soon (I hope). I worked very closely with Dr. Kath Knobe. Her insight and advice were invaluabl
