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CORRELATION AND VOLATILITY TRANSMISSION ACROSS INTERNATIONAL STOCK MARKETS: A BIVARIATE GARCH ANALYSIS
SAKTHIVEL, P., (2011)
Futures expiration day effects on spot market volatility : evidence from the NSE
Sakthivel, P., (2008)
The effect of derivative trading on volatility of underlying stocks : evidence from the NSE
Sakthivel, P., (2011)