Background: The financial futures market in India is relatively new. The major advantage of derivatives as financial … products is that their use minimizes the risks associated with securities. However, hedging effectiveness requires …. Trading risks, and hence losses, were not minimized by hedging positions. The monopoly power in the Nifty market was 8 …

and retail traders, are advised to apply targeted risk management and hedging strategies based on each bank's unique …

The hedging effectiveness for bank futures and CNX nifty are evaluated in this study. The study is based on 9 …-regressive conditional heteroscedasticity (1, 1) hedging methods are estimated and compared. Result shows that constant correlation … generalized auto-regressive conditional heteroscedasticity (1, 1) is an efficient hedging method that maximizes investors' utility …

In developed financial markets, there is no dearth of literature on relationship between spot and future market. India …

market in India. Price discovery is a main function of futures market and has implications for asset pricing, portfolio …

volatility clusters in India's implied volatility index (Nifty VIX) daily closing levels for the Nifty VIX were gathered covering … with both clusters and periodic behavior and one with near-white noise. The likely origins of major clusters in India …'s Nifty implied volatility index appeared linked to important global financial events external to India during the study …