Price discovery and asymmetric volatility spillovers in Indian spot-futures gold markets
Year of publication: |
2012
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Authors: | Srinivasan, Palamalai ; Ibrahim, P. |
Published in: |
International journal of economic sciences and applied research : IJESAR. - Kavala : Inst., ISSN 1791-3373, ZDB-ID 2455837-0. - Vol. 5.2012, 3, p. 65-80
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Subject: | Gold | Preis | Price | Spotmarkt | Spot market | Derivat | Derivative | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Indien | India |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Systemvoraussetzung: Acrobat Reader |
Other identifiers: | hdl:10419/114575 [Handle] |
Classification: | G13 - Contingent Pricing; Futures Pricing ; G14 - Information and Market Efficiency; Event Studies ; C51 - Model Construction and Estimation |
Source: | ECONIS - Online Catalogue of the ZBW |
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