Leverage effect and introduction of options and futures impact on equity market : a study in Indian context
Atul Kumar, T V Raman and Sanjay Rastogi
| Year of publication: |
2018
|
|---|---|
| Authors: | Kumar, Atul ; Raman, T. V. ; Rastogi, Sanjay |
| Published in: |
Indian journal of economics & business : IJEB. - New Delhi : Serials Publ., ISSN 0972-5784, ZDB-ID 2136804-1. - Vol. 17.2018, 2, p. 213-224
|
| Subject: | Options | Futures | spot market | Volatility | GARCH | standard deviation | heteroscedasticity | market efficiency | Indien | India | ARCH-Modell | ARCH model | Derivat | Derivative | Volatilität | Aktienmarkt | Stock market | Theorie | Theory | Effizienzmarkthypothese | Efficient market hypothesis | Spotmarkt | Spot market |
| 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://www.econbiz.de/10012649820