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Year of publication
Subject
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Aktienindex 2 Kalman filter 2 Stock index 2 Volatility 2 Volatilität 2 spectral analysis 2 volatility 2 Bank 1 Börsenkurs 1 CNX Bank Index 1 Expiration Day 1 Index 1 Index futures 1 Index number 1 Index-Futures 1 India 1 Indien 1 Nifty Bank Index 1 Price Reversal 1 Regional bank 1 Regionalbank 1 Share price 1 Standard and Poor's Regional Bank Index 1 Standard and Poor’s Regional Bank Index 1 USA 1 United States 1
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Online availability
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Free 3 CC license 1
Type of publication
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Article 3
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2 Article 1
Language
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English 3
Author
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Adrangi, Bahram 2 Chatrath, Arjun 2 Kolay, Madhuparna 2 Raffiee, Kambiz 2 Kulapathi, Syamsundar 1 Muthangi, Ramesh 1 Puppala, Raja Babu 1 Samineni, Ravi Kumar 1
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Published in...
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Journal of Asian finance, economics and business : JAFEB 1 Journal of Risk and Financial Management 1 Journal of risk and financial management : JRFM 1
Source
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ECONIS (ZBW) 2 EconStor 1
Showing 1 - 3 of 3
Cover Image
Expiration-day effects on index futures : evidence from Indian market
Samineni, Ravi Kumar; Puppala, Raja Babu; Muthangi, Ramesh - In: Journal of Asian finance, economics and business : JAFEB 7 (2020) 11, pp. 95-100
Persistent link: https://www.econbiz.de/10012671643
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Dynamic responses of Standard and Poor's Regional Bank Index to the U.S. fear index, VIX
Adrangi, Bahram; Chatrath, Arjun; Kolay, Madhuparna; … - In: Journal of Risk and Financial Management 14 (2021) 3, pp. 1-18
This study examines the reaction of the Standard and Poor's Regional Bank Index (SPRB) to the U.S. equity market fear …
Persistent link: https://www.econbiz.de/10012611671
Saved in:
Cover Image
Dynamic responses of Standard and Poor's Regional Bank Index to the U.S. fear index, VIX
Adrangi, Bahram; Chatrath, Arjun; Kolay, Madhuparna; … - In: Journal of risk and financial management : JRFM 14 (2021) 3/114, pp. 1-18
This study examines the reaction of the Standard and Poor's Regional Bank Index (SPRB) to the U.S. equity market fear …
Persistent link: https://www.econbiz.de/10012485236
Saved in:
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