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Stock Futures Introduction & Its Impact on Indian Spot Market

Bhattacharyya, Surajit; Saxena, Arunima - Volkswirtschaftliche Fakultät, … - 2008

-run volatility in the spot market increases; Paudyal et al. (2005). Harris (1989) finds that increased volatility in the spot market …, listed on NSE for the period August 2005 to May 2008. Using Hoadley Options, volatility modeled by GARCH (1, 1) is estimated …. Considering both volume and volatility, mixed evidences are witnessed. Futures introduction has some stabilizing effect on large …

Persistent link: https://www.econbiz.de/10008561159

Bitcoin : Future Transaction Currency?

Hosain, Sajjad - 2018

Bitcoin is a digital cryptocurrency that has attracted substantial interest in recent years from the general people, profit seekers, risk takers, academic practitioners and last but not the least, from economists. Most recently, particularly, after 2015, it has succeeded to gain even more...

Persistent link: https://www.econbiz.de/10012913440

Volatility and cross correlation across asset markets: Evidence from the French and US markets over the 1997-2000 period

Laborde, David; Rey, Serge - Volkswirtschaftliche Fakultät, … - 2001

(with causal feedback), and that they affect the exchange rate volatility. Finally, with weekly data we highlight that the … euro/dollar volatility "Granger-cause" the rate of return on stocks. …

Persistent link: https://www.econbiz.de/10009643213

Service Sector Led Economic Growth in India and Some Measurement and Database Issues

Saikia, Dilip - 2017

In recent years there has been a rapid and sustained growth of the service sector in the Indian economy. But unfortunately, while the importance of the services is growing statistical data and other relevant information of the services are abysmally low. There are problems relating to the...

Persistent link: https://www.econbiz.de/10014187326

The Structural Relationship Between Current and Capital Account Balance in India : A Time Series Analysis

Chakraborty, Debashis; Mukherjee, Jaydeep; Sinha, Tanaya - 2010

aftermath of the Southeast Asian crisis, the limitation of the liberal capital regime for a developing country like India is … often highlighted in the literature. However, the probable impact of introducing KAC on CAB in India generally is discussed … theoretically. Though some of the existing studies in India have earlier focused on this research question, they have done so by …

Persistent link: https://www.econbiz.de/10014194754

Socioeconomic Progress Across the Major Indian States : Converging or Diverging

Goli, Srinivas; Arokiasamy, P.; Reddy, Bheemeshwar - 2013

The purpose of this paper is to examine the progress in socioeconomic conditions across the major states of India by …

Persistent link: https://www.econbiz.de/10014154852

Causality and Efficiency in the Coffee Futures Market

Kebede, Yohannes - Volkswirtschaftliche Fakultät, … - 1992

Tests for causality and rationality in the coffee futures market were carried out using data from the New York Market. Tests of causality indicated that futures prices strongly influence variations in spot price eight weeks or more to maturity. However, beginning seven weeks to maturity there...

Persistent link: https://www.econbiz.de/10005836401

Les transferts des fonds des migrants marocains : Leviers de croissance et du développement

Bouoiyour, Jamal - Volkswirtschaftliche Fakultät, … - 2013

Remittances are an important source of external financing for a country like Morocco. We show in this paper the properties of these financial flows. Indeed, we show that remittances are more stable than foreign direct investment. They are pro-cyclical in some periods and countercyclical in...

Persistent link: https://www.econbiz.de/10011111244

Anomalias no Mercado no Mercado de Ações Brasileiro: uma Modificação do Modelo de Fama de Fama e French

Lucena, Pierre; Figueiredo, Antonio Carlos - Volkswirtschaftliche Fakultät, … - 2008

The aim of this paper is to present and to test a modification in the traditional Fama and French Multifactor Model (1996), from the necessities of adaptation for the Brazilian case. This model takes into consideration two anomalies, which have to be added to the CAPM Model: size and...

Persistent link: https://www.econbiz.de/10011112251

Strict stationarity testing and estimation of explosive ARCH models

Francq, Christian; Zakoian, Jean-Michel - Volkswirtschaftliche Fakultät, … - 2010

This paper studies the asymptotic properties of the quasi-maximum likelihood estimator of ARCH(1) models without strict stationarity constraints, and considers applications to testing problems. The estimator is unrestricted, in the sense that the value of the intercept, which cannot be...

Persistent link: https://www.econbiz.de/10008560969