Dr. Maithili Naik awarded Ph.D. by Goa University
Title of Thesis: Modeling Volatility in Equity Market in India: An Empirical Study.
The study focused on understanding the impact of macroeconomic variables on the Indian Implied Volatility Index i.e. The Indian VIX was constructed to understand the extent of volatility in the Indian Market before and after implementation of Indian VIX. Further, interaction linkages between volatility were also analyzed.
