Dynamic regime switching behaviour between cash and futures market : a case of interest rates in India
Pradiptarathi Panda, Malabika Deo, Jyothi Chittine
| Year of publication: |
2017
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|---|---|
| Authors: | Panda, Pradiptarathi ; Deo, Malabika ; Chittine, Jyothi |
| Published in: |
Theoretical and applied economics : GAER review. - Bucureşti : AGER, ISSN 1841-8678, ZDB-ID 2640970-7. - Vol. 24.2017, 4, p. 169-190
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| Subject: | Govt. Securities | Interest Rate Futures (IRF) | Markov Dynamic Regime Switching Model | Zinsderivat | Interest rate derivative | Indien | India | Markov-Kette | Markov chain | Zins | Interest rate | Volatilität | Volatility | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011795268