Price discovery behavior of spot and futures : evidence from pre- and post-crisis periods
Year of publication: |
2019
|
---|---|
Authors: | Lakshmi, V. D. M. V. ; Joshi, Medha Shriram |
Published in: |
The IUP journal of applied economics. - Hyderabad : IUP Publ., ISSN 0972-6861, ZDB-ID 2618784-X. - Vol. 18.2019, 4, p. 24-42
|
Subject: | Spotmarkt | Spot market | Terminmarkt | Derivatives market | Preis | Price | VAR-Modell | VAR model | Indien | India | 2001-2018 |
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