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~person:"Sehgal, Sanjay"
~subject:"Commodity futures market"
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Commodity futures market
Volatility
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Volatilität
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Spillover effect
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Spillover-Effekt
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Price discovery
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Börsenkurs
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Cointegration
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India
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Indien
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Volatility spillover
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Aktienmarkt
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Commodity derivative
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Rohstoffderivat
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Schätzung
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Stock market
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Information linkages
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Internationaler Finanzmarkt
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price discovery
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Sehgal, Sanjay
Ahmad, Wasim
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Deisting, Florent
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Journal of quantitative economics : official journal of the Indian Econometric Society
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An empirical examination of the process of information transmission in India’s agriculture futures markets
Sehgal, Sanjay
;
Ahmad, Wasim
;
Deisting, Florent
- In:
Journal of quantitative economics : official journal of …
12
(
2014
)
1
,
pp. 96-125
Persistent link: https://www.econbiz.de/10011504402
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