Dynamic relationship between futures trading and spot price volatility : evidence from Indian commodity market
Year of publication: |
2013
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Authors: | Chakraborty, Ranajit ; Das, Rahuldeb |
Published in: |
The IUP journal of applied finance : IJAF. - Hyderabad : Icfai University Press, ISSN 0972-5105, ZDB-ID 2521131-6. - Vol. 19.2013, 4, p. 5-19
|
Subject: | Futures | Marktrisiko | Market risk | Spotmarkt | Spot market | Rohstoffhandel | Commodity trade | Kausalanalyse | Causality analysis | Indien | India | 2005-2010 |
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