Volatility-volume causality across single stock spot-futures markets in India
Anshul Jain, Pratap Chandra Biswal and Sajal Ghosh
| Year of publication: |
Jul-Aug 2016
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|---|---|
| Authors: | Jain, Anshul ; Biswal, Pratap Chandra ; Ghosh, Sajal |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 48.2016, 34/36, p. 3228-3243
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| Subject: | Volatility | volume | futures market | spot market | asymmetric vector autoregression | causality | NIFTY | Indien | India | Volatilität | VAR-Modell | VAR model | Derivat | Derivative | Spotmarkt | Spot market | ARCH-Modell | ARCH model | Kausalanalyse | Causality analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2015.1136401 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011617173