The linkages, persistence, asymmetry in the volatility, the price discovery and efficiency, and the effect of the US subprime mortgage financial crisis on the spot and the futures market’s returns : the case of India
Year of publication: |
Februar 2016
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Authors: | Paul, Muthucattu Thomas ; Kimata, James D. |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 48.2016, 7/9, p. 669-683
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Subject: | Financial markets | persistence in volatility | spot and futures markets | market returns | asymmetry in the volatility | financial crisis | Granger's causality | leverage effects | price discovery | efficient market | USA | United States | Volatilität | Volatility | Finanzkrise | Financial crisis | Finanzmarkt | Financial market | Börsenkurs | Share price | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Derivat | Derivative | Effizienzmarkthypothese | Efficient market hypothesis | Finanzmarktregulierung | Financial market regulation | Subprime-Krise | Subprime financial crisis |
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