Browsing by Author "Theivanayaki M"

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    AN EMPIRICAL STUDY ON FINANCIAL PERFORMANCE ANALYSIS OF SELECTED PRIVATE SECTOR BANKS
    (The International journal of analytical and experimental modal analysis, 2020-02) Theivanayaki M; Ganeshwari M; DeepanaDevi V.S; Vishnu Preethi K
    Private sector banks refer to those banks where most of the capital is in private hands. With the development of the banking sector, it is interesting to know how the selected banks have performed. The present study carried out is a closer analysis of five Private sector banks namely Axis bank, HDFC bank, KarurVysya bank, ICICI bank and Federal bank based on their annual results. For the purpose of analysis of comparative financial performance of the selected Banks world-renowned CAMEL Model is applied. They are the crucial Parameters which reflect the operating performance, soundness and Liquidity of the selected Banks.
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    AN EMPIRICAL STUDY ON FINANCIAL PERFORMANCE ANALYSIS OF SELECTED PRIVATE SECTOR BANKS
    (The International journal of analytical and experimental modal analysis, 2020-02) Theivanayaki M; Ganeshwari M; DeepanaDevi V.S; VishnuPreethi K
    Private sector banks refer to those banks where most of the capital is in private hands. With the development of the banking sector, it is interesting to know how the selected banks have performed. The present study carried out is a closer analysis of five Private sector banks namely Axis bank, HDFC bank, KarurVysya bank, ICICI bank and Federal bank based on their annual results. For the purpose ofanalysis of comparative financial performance of the selected Banks world-renowned CAMEL Model isapplied. They are the crucial Parameters which reflect the operating performance, soundness andLiquidity of the selected Banks.
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    EXAMINING VOLATILITY SPILLOVER BETWEEN FOREIGN EXCHANGE MARKETS AND STOCK MARKETS OF COUNTRIES SUCH AS BRICS COUNTRIES (Article)
    (Sage Publications India Pvt. Ltd, 2024-10) Singh, Dharmendra; Theivanayaki M; Ganeshwari M
    The objective of this article is to examine the volatility spillover effect between the foreign exchange market and the stock market of Brazil, Russia, India, China and South Africa (BRICS) countries along with Japan as the developed country in the region, affecting the BRICS countries. Generalized Autoregressive Conditionally Heteroscedastic (GARCH) (1,1) method is used to study the volatility between the stock market and the foreign exchange market in selected countries, and asymmetric model, that is, Exponential Generalized Autoregressive Conditional Heteroscedasticity—EGARCH (1,1) is also used to investigate the presence of leverage effects in both stock market and foreign exchange market in selected countries. GARCH findings suggest a two-way volatility spillover between the stock market and foreign exchange markets for India, China and South Africa. In BRICS countries, volatility spillover from the currency market to the stock market is seen as more evident and robust as compared to spillover from the stock market to the currency market. A positive asymmetry in spillover is also observed from the foreign exchange market to the stock market. The findings of the study may provide valuable information to investors for decision-making in international portfolio investment and also for economic policymakers for their financial stability perspective.
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