Does futures help in price discovery of spot : an empricial analysis of the NSE spot and future index in India
Rakesh Shahani and Gurpreet Khera
| Year of publication: |
2018
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|---|---|
| Authors: | Shahani, Rakesh ; Khera, Gurpreet |
| Published in: |
Business analyst : a refereed journal of Shri Ram College of Commerce. - Delhi, ISSN 0973-211X, ZDB-ID 2824157-5. - Vol. 39.2018, 2, p. 89-107
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| Subject: | VAR | Price Discovery | ADF | KPSS | Co-Integration | Indien | India | Kointegration | Cointegration | Spotmarkt | Spot market | Index-Futures | Index futures | Derivat | Derivative | VAR-Modell | VAR model | Schätzung | Estimation | Börsenkurs | Share price | Rohstoffderivat | Commodity derivative |
| 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://ebvufind01.dmz1.zbw.eu/10012391545