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Volatilität
Indien
126,127
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106,184
Volatility
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Derivat
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Derivative
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Kapitaleinkommen
8,828
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Option pricing theory
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USA
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Aktienmarkt
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United States
7,637
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7,597
China
6,909
Optionsgeschäft
6,681
Wirtschaftswachstum
6,520
Option trading
6,475
Economic growth
6,191
Wechselkurs
5,810
Exchange rate
5,712
Portfolio-Management
5,509
Portfolio selection
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McAleer, Michael
309
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296
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184
Bollerslev, Tim
143
Diebold, Francis X.
128
Andersen, Torben
125
Bouri, Elie
124
Chang, Chia-Lin
122
Pierdzioch, Christian
122
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105
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99
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99
Ma, Feng
96
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89
Koopman, Siem Jan
89
Hammoudeh, Shawkat
87
Tiwari, Aviral Kumar
85
Caporin, Massimiliano
79
Kang, Sang Hoon
78
Bahmani-Oskooee, Mohsen
75
Engle, Robert F.
75
Hautsch, Nikolaus
73
Todorov, Viktor
72
Gil-Alaña, Luis A.
70
Asai, Manabu
69
Lux, Thomas
69
McMillan, David G.
68
Mensi, Walid
68
Kočenda, Evžen
67
Buch, Claudia M.
66
Chiarella, Carl
66
Christoffersen, Peter F.
66
Corbet, Shaen
64
Lucey, Brian M.
64
Salisu, Afees A.
63
Dijk, Dick van
62
Wohar, Mark E.
61
Aït-Sahalia, Yacine
57
Tauchen, George Eugene
55
Vo Xuan Vinh
55
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National Bureau of Economic Research
530
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49
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
29
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
21
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International Monetary Fund
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National Centre of Competence in Research - Financial Valuation and Risk Management
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The Wharton Financial Institutions Center
5
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
4
Center for Economic Research <Tilburg>
4
Centre for Economic Policy Research
4
Econometrisch Instituut <Rotterdam>
4
Inter-American Development Bank / Office of the Chief Economist
4
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Energy economics
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Finance research letters
695
NBER working paper series
518
Working paper / National Bureau of Economic Research, Inc.
475
NBER Working Paper
449
International review of financial analysis
437
Applied economics
431
International review of economics & finance : IREF
405
The journal of futures markets
394
Journal of banking & finance
377
Economic modelling
373
Journal of econometrics
340
The North American journal of economics and finance : a journal of financial economics studies
333
Research in international business and finance
296
Applied economics letters
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Working paper
278
Journal of empirical finance
277
Economics letters
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Applied financial economics
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Journal of international financial markets, institutions & money
262
International journal of theoretical and applied finance
255
Journal of international money and finance
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Journal of risk and financial management : JRFM
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Pacific-Basin finance journal
199
Journal of financial economics
197
International Journal of Energy Economics and Policy : IJEEP
188
CESifo working papers
186
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
174
International journal of finance & economics : IJFE
172
The European journal of finance
168
Journal of economic dynamics & control
164
IMF working papers
163
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
163
International journal of forecasting
161
Journal of forecasting
156
Research paper series / Swiss Finance Institute
135
Computational economics
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ECONIS (ZBW)
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EconStor
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USB Cologne (business full texts)
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USB Cologne (EcoSocSci)
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BASE
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1
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date (oldest first)
1
Do futures and options trading increase spot market
volatility
in
India
? : the case of S&P CNX Nifty
Srinivasan, Palamalai
- In:
International journal of business performance and …
2
(
2010
)
2
,
pp. 134-145
Persistent link: https://www.econbiz.de/10009507588
Saved in:
2
Impacts of
derivative
markets on spot market
volatility
and their persistence
Fong, Lik
;
Han, Chulwoo
- In:
Applied economics
47
(
2015
)
22/24
,
pp. 2250-2258
Persistent link: https://www.econbiz.de/10010516655
Saved in:
3
The dynamics in the spot, futures, and call options with basis asymmetries : an intraday analysis in a generalized multivariate GARCH-M MSKST framework
Wang, Kai-li
;
Chen, Mei-ling
- In:
Review of quantitative finance and accounting
29
(
2007
)
4
,
pp. 371-394
Persistent link: https://www.econbiz.de/10003600297
Saved in:
4
Shifts in
volatility
altering nature of derivatives : new evidences from National Stock Exchange (NSE) of
India
Kannan, K.
;
Balamurugan, G.
- In:
Finance India : the quarterly journal of Indian …
37
(
2023
)
4
,
pp. 1001-1022
Persistent link: https://www.econbiz.de/10015187594
Saved in:
5
Volatility
-volume causality across single stock spot-futures markets in
India
Jain, Anshul
;
Biswal, Pratap Chandra
;
Ghosh, Sajal
- In:
Applied economics
48
(
2016
)
34/36
,
pp. 3228-3243
Persistent link: https://www.econbiz.de/10011617173
Saved in:
6
Leverage effect and introduction of options and futures impact on equity market : a study in Indian context
Kumar, Atul
;
Raman, T. V.
;
Rastogi, Sanjay
- In:
Indian journal of economics & business : IJEB
17
(
2018
)
2
,
pp. 213-224
Persistent link: https://www.econbiz.de/10012649820
Saved in:
7
Impact of individual stock derivatives introduction in
India
on its underlying spot market
volatility
Nandy, Suparna
;
Chattopadhyay, Arup Kumar
- In:
Asia-Pacific journal of management research and …
12
(
2016
)
2
,
pp. 109-133
Persistent link: https://www.econbiz.de/10011720262
Saved in:
8
Spot market and
derivative
segment of equity in
India
Sharma, Dheeraj P.
;
Ahalawat, Shweta
;
Patro, Archana
; …
- In:
Applied economics
54
(
2022
)
3
,
pp. 326-339
Persistent link: https://www.econbiz.de/10012874036
Saved in:
9
Futures trading and commodity spot market
volatility
: empirical evidence on selected commodities in Indian market
Parsa, Masoud
;
Mallikarjunappa, T.
- In:
Risk and decision analysis
5
(
2014
)
1
,
pp. 43-61
Persistent link: https://www.econbiz.de/10010492584
Saved in:
10
Bullion futures effect on spot prices in
India
Kirithiga, S.
;
Naresh, G.
;
Thiyagarajan, S.
- In:
International journal of business excellence
14
(
2018
)
3
,
pp. 319-338
Persistent link: https://www.econbiz.de/10011954124
Saved in:
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