An empirical examination of the process of information transmission in India’s agriculture futures markets
Year of publication: |
January 2014
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Authors: | Sehgal, Sanjay ; Ahmad, Wasim ; Deisting, Florent |
Published in: |
Journal of quantitative economics : official journal of the Indian Econometric Society. - Dordrecht : Springer Science + Business Media, ISSN 0971-1554, ZDB-ID 1235170-2. - Vol. 12.2014, 1, p. 96-125
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Subject: | Commodity futures market | Price discovery | Volatility spillovers | Spillover index | Information transmission | Rohstoffderivat | Commodity derivative | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Indien | India | Informationsverbreitung | Information dissemination |
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