Domestic and international information linkages between NSE Nifty spot and futures markets : an empirical study for India
Year of publication: |
September 2016
|
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Authors: | Sehgal, Sanjay ; Dutt, Mala |
Published in: |
Decision. - Calcutta : Inst., ISSN 0304-0941, ZDB-ID 196771-X. - Vol. 43.2016, 3, p. 239-258
|
Subject: | Information linkages | Price discovery | Volatility spillover | Bivariate GARCH–BEKK model | Indien | India | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Börsenkurs | Share price | Kointegration | Cointegration | Schätzung | Estimation |
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