An empirical analysis of price discovery in the NSE spot and futures markets of India
Year of publication: |
2009
|
---|---|
Authors: | Srinivasan, P. |
Published in: |
The ICFAI journal of applied finance. - Hyderabad : ICFAI Univ. Press, ISSN 0972-5105, ZDB-ID 2195876-2. - Vol. 15.2009, 11, p. 24-36
|
Subject: | Indien | India | Spotmarkt | Spot market | Volatilität | Volatility | Kointegration | Cointegration | Börsenkurs | Share price | Schätzung | Estimation | Rohstoffderivat | Commodity derivative |
-
An Empirical Analysis of Price Discovery in the NSE Spot and Futures Markets of India
Srinivasan, P., (2009)
-
An empirical investigation of volatility of Indian spot and future prices of crude oil
Chhatwal, Hartika, (2013)
-
Relationship between futures and spot market for selected spices in India
Vijayakumar, N., (2012)
- More ...
-
Price Discovery and Asymmetric Volatility Spillovers in Indian Spot-Futures Gold Markets
Srinivasan, P., (2012)
-
Price Discovery and Asymmetric Volatility Spillovers in Indian Spot-Futures Gold Markets
Srinivasan, P., (2012)
-
Tourism and Economic Growth in Sri Lanka: An ARDL Bounds Testing Approach
Srinivasan, P., (2012)
- More ...