Search Results - subject:"threshold vector auto-regression"

Index futures mispricing : a multi-regime approach to the NIFTY 50 Index futures

Samarakoon, Kithsiri; Pradhan, Rudra Prakash - In: Managerial finance 50 (2024) 12, pp. 2091-2114

Persistent link: https://www.econbiz.de/10015199586

Index futures mispricing: a multi-regime approach to the NIFTY 50 Index futures

Samarakoon, Kithsiri; Pradhan, Rudra Prakash - In: Managerial Finance 50 (2024) 12, pp. 2091-2114

evolving Indian derivatives market. Originality/value The Vector Autoregression (VAR) and Threshold Vector Autoregression … Regression (TVAR) models are deployed to disentangle the interrelationships between NIFTY 50 Index futures mispricing and related …

Persistent link: https://www.econbiz.de/10015353925

Import penetration and price relationships : an empirical analysis of the U.S. catfish market

Surathkal, Prasanna; Dey, Madan M. - In: Aquaculture economics & management : official journal … 24 (2020) 2, pp. 143-160

Persistent link: https://www.econbiz.de/10012206494