An econometric analysis of the lead-lag relationship between India's NSE Nifty and its derivative contracts
Sathya Swaroop Debasish
| Year of publication: |
2009
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|---|---|
| Authors: | Debasish, Sathya Swaroop |
| Published in: |
Journal of risk finance : the convergence of financial products and insurance. - Bingley : Emerald Group Publishing Limited, ISSN 1526-5943, ZDB-ID 2088897-1. - Vol. 10.2009, 4, p. 350-364
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| Subject: | Indien | India | Derivat | Derivative | Schätzung | Estimation | Lag-Modell | Lag model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009523716