Price discovery and volatility transmission in the spot and futures market of pepper : an empirical analysis
Year of publication: |
2022
|
---|---|
Authors: | Nadig, Asha ; Viswanathan, T. |
Published in: |
International journal of intelligent enterprise. - Gen`eve : Inderscience, ISSN 1745-3240, ZDB-ID 2453805-X. - Vol. 9.2022, 1, p. 78-99
|
Subject: | co-integration | forecasting | price discovery | volatility spill over | Volatilität | Volatility | Kointegration | Cointegration | Börsenkurs | Share price | Spillover-Effekt | Spillover effect | Index-Futures | Index futures | Spotmarkt | Spot market | Prognoseverfahren | Forecasting model | Derivat | Derivative | ARCH-Modell | ARCH model |
-
Sundararajan, Sivakumar, (2023)
-
Zhou, Xinmiao, (2021)
-
Shahani, Rakesh, (2018)
- More ...
-
An empirical analysis of money supply, inflation and output : the case of India
Nadig, Asha, (2019)
-
Foreign direct investment and macroeconomic factors : evidence from Indian economy
Nadig, Asha, (2023)
-
Dynamic interaction between historical and implied volatility in the Indian option market
Viswanathan, T., (2021)
- More ...