Futures leads the spot but why not so when market in shocks? : a time-varying price discovery of Indian precious metals
Chanchal Saini, Ishwar Sharma
| Year of publication: |
2024
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|---|---|
| Authors: | Saini, Chanchal ; Sharma, Ishwar |
| Published in: |
Colombo business journal : international journal of theory & practice. - Colombo, Sri Lanka : Faculty of Management & Finance, University of Colombo, ISSN 2579-2210, ZDB-ID 3071154-X. - Vol. 15.2024, 1, p. 1-25
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| Subject: | Time-Varying Price Discovery | Indian Precious Metal Market | State SpaceModel | Kalman Filter and Smoothening | Indien | India | Schock | Shock | Metallmarkt | Metal market | Volatilität | Volatility | Börsenkurs | Share price | Zustandsraummodell | State space model | Preis | Price | Markt | Market |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.4038/cbj.v15i1.165 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015210664