Intraday price discovery and lead-lag relationship between spot and futures markets in India
Rashmi Ranjan Paital and Naresh Kumar Sharma
| Year of publication: |
Dezember 2015
|
|---|---|
| Authors: | Paital, Rashmi Ranjan ; Sharma, Naresh Kumar |
| Published in: |
The Asian economic review : journal of the Indian Institute of Economics. - Hyderabad : Indian Institute of Economics, ISSN 0004-4555, ZDB-ID 410142-X. - Vol. 57.2015, 4, p. 85-94
|
| Subject: | Indien | India | Derivat | Derivative | Börsenkurs | Share price | Spotmarkt | Spot market | Rohstoffderivat | Commodity derivative | Volatilität | Volatility | Kointegration | Cointegration |
| 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/10011444117