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
Muthucattu Thomas Paul and James D. Kimata
| 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 | Volatilität | Volatility | USA | United States | Finanzkrise | Financial crisis | Finanzmarkt | Financial market | ARCH-Modell | ARCH model | Börsenkurs | Share price | Derivat | Derivative | Indien | India | Kapitaleinkommen | Capital income | Finanzmarktregulierung | Financial market regulation | Effizienzmarkthypothese | Efficient market hypothesis | Subprime-Krise | Subprime financial crisis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2015.1085641 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011413991