01
Original Article
Open Access
Do Acquisitions Add Value to Acquirers in India? A Study on the Sensitivity of the Stock Market and Acquirer Returns
Maria Evelyn Jucunda M., Sharon Sophia
· pp. 5–18
DOI: 10.17010/ijf/2014/v8i5/71914
"Do acquisitions create value for the acquiring firm's shareholders?" This is an unresolved question in the literature of acquisitions. This study analyzes the value creation of acquirers in India on an acquisition announcement and the sensitivity of the stock markets …
Keywords:
Acquisition, Takeovers, Acquirers, Abnormal Returns, Value Creation, Event Studies, Method of Payment
02
Original Article
Open Access
Analysis of Pure Weather Portfolios Using Parametric, Non-Parametric, and Conditional VaR in Relation to Bank's Risk Capital
Rohit Malhotra
· pp. 19–26
DOI: 10.17010/ijf/2014/v8i5/71915
Weather data plays an imperative role in deciding the future prices of commodities and utilities, mainly energy prices. The studies measuring portfolio performances using financial data have mainly dominated the financial literature. The present paper is a different attempt to …
Keywords:
GARCH Model, Traffic Signal Violations (TSV), VaR Horizons, Back Testing, Conditional Value at Risk C530, G110, G170, Q510
03
Original Article
Open Access
Does the Status of Governance Practices Differentiate Countries in the Forex Market?
Naseem Ahamed
· pp. 27–41
DOI: 10.17010/ijf/2014/v8i5/71916
Liberalization of the Indian economy (in 1991) and many other economies contemporarily made the survival of isolated economies out of question. With the opening up of economic barriers, better governance practices flowed from good governed to relatively badly governed countries. …
Keywords:
Forex Market, Foreign Exchange Management and Risk, Fluctuation of Currency Value, Risk and Risk Mitigation, Econometric Model, Multivariate Data Analysis Technique, Currency Pairs (Majors), Political Economy
04
Original Article
Open Access
A Macroeconomic Approach to Foreign Investment Flows in India
Sonia Chawla, Priyanka Sharma
· pp. 42–49
DOI: 10.17010/ijf/2014/v8i5/71917
The Indian economy, a developing economy and an attractive destination for foreign investment, has witnessed many ups and downs in its growth since its liberalization in 1991. Foreign investment in India has increased continuously since 1990-91 to 2010-11. Studies have …
Keywords:
FDI, FII, GDP, Inflation, Interest Rate
