Shivam Sehgal

2 Questions 2 Answers 0 Followers

Questions related from Shivam Sehgal

Can a rolling correlation (e.g., monthly stock-bond correlation) be used as a dependent variable in an ARDL model?

I’m exploring the relationship between macroeconomic variables and the time-varying correlation between asset classes. Specifically, I’ve constructed a monthly rolling correlation (e.g., between...

27 June 2025 2,896 0 View

From where I can find Historical Data for Nifty and CRISIL Bond Indices ?

Hi all, I am looking for the historical data for the various nifty and crisil bond indices, so where I could find data for these indices or on which database terminal they will be...

08 January 2020 5,352 2 View