Linkage between India implied volatility index and stock index returns
Palamalai Srinivasan, R.D. Vasudevan
| Year of publication: |
June 2017
|
|---|---|
| Authors: | Srinivasan, Palamalai ; Vasudevan, R. D. |
| Published in: |
Theoretical economics letters. - Irvine, Calif. : Scientific Research, ISSN 2162-2078, ZDB-ID 2657454-8. - Vol. 7.2017, 4, p. 929-938
|
| Subject: | India Implied Volatility Index | Asymmetric Volatility-Return Relation | Fear and Greed Index | Indien | India | Volatilität | Volatility | Aktienindex | Stock index | Index-Futures | Index futures | Index | Index number | Kapitaleinkommen | Capital income | Indexberechnung | Index construction |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.4236/tel.2017.74063 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011707393