Dynamic relationship between Indian stock index and commodity derivatives : with special reference to metals
Debasis Mohanty, Jakki Samir Khan, Subhasish Das and Shakti Ranjan Mohapatra
| Year of publication: |
2021
|
|---|---|
| Authors: | Mohanty, Debasis ; Khan, Jakki Samir ; Das, Subhasish ; Mohapatra, Shakti Ranjan |
| Published in: |
International journal of economics and accounting : IJEA. - Genève [u.a.] : Inderscience Enterprises, ISSN 2041-8698, ZDB-ID 2581736-X. - Vol. 10.2021, 4, p. 394-409
|
| Subject: | derivatives | stock index | Sensex | VAR | co-integration | relationship | impulse-response | Aktienindex | Stock index | Derivat | Derivative | Indien | India | Index-Futures | Index futures | Rohstoffderivat | Commodity derivative | VAR-Modell | VAR model | Kointegration | Cointegration | Volatilität | Volatility | Optionspreistheorie | Option pricing theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJEA.2021.118280 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012669225