International linkages of emerging market index futures, under the closure of underlying spot market : evidence from Indian Nifty futures
Sivakumar Sundararajan and Senthil Arasu Balasubramanian
| Year of publication: |
2023
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|---|---|
| Authors: | Sundararajan, Sivakumar ; Balasubramanian, Senthil Arasu |
| Published in: |
Managerial finance. - Bingley : Emerald, ISSN 1758-7743, ZDB-ID 2047612-7. - Vol. 49.2023, 3, p. 577-593
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| Subject: | Cointegration | Indian Nifty futures | Price discovery | Stock market linkage | US stock markets | Volatility spillover | Aktienmarkt | Stock market | Indien | India | Volatilität | Volatility | Index-Futures | Index futures | Spotmarkt | Spot market | Kointegration | Schwellenländer | Emerging economies | Spillover-Effekt | Spillover effect | Internationaler Finanzmarkt | International financial market | ARCH-Modell | ARCH model | Marktintegration | Market integration | Aktienindex | Stock index | Derivat | Derivative | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/MF-04-2022-0191 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014227233