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Persistent link: https://www.econbiz.de/10009660002
This paper examined the lead-lag relationship between the futures market and spot market for the metal commodity market during the sample period January 2010 through August 2014. The econometric tools like Unit root tests, Johansen co-integration test and Pairwise Granger Causality tests were...
Persistent link: https://www.econbiz.de/10012953134
India like USD, EURO, GBP, and JPY. The spot prices are collected from RBI reference Prices and future prices from MCX … exist long-term relationship between future and spot price of all major currencies traded in India …
Persistent link: https://www.econbiz.de/10012953139
can replace silver as it has an endless number of uses. India hardly produces any silver and is basically a silver … importing country. It holds the 20th place in the list of silver producing countries and the total production of silver in India … in 2004 was around 2.1 million ounces. The three major silver producing states in India are Rajasthan, Gujarat, and …
Persistent link: https://www.econbiz.de/10012954384
The area of Financial Derivatives is a recent origin in India. The Derivative market in India was introduced in step by … step manner. The players in the market use the derivative market for speculation and hedging their portfolio risk. The …
Persistent link: https://www.econbiz.de/10013010498
The Objective of this paper is to examine the Lead lag Relationship between Midcap Spot and Futures prices with reference to the Midcap stocks traded in National stock exchange. The Purpose of the study is to ascertain the Price discovery function, which market sources the information rapidly. A...
Persistent link: https://www.econbiz.de/10013012216
In developed financial markets, there is no dearth of literature on relationship between spot and future market. India …, in the year 2000 introduced derivative market to provide risk mitigation mechanism to market participants. The present …
Persistent link: https://www.econbiz.de/10013023325
Price discovery is one of the imperative functions of commodity derivative market. Its mechanism is established by long … mechanism of commodity market in India. This paper evaluates the performance of Multiple Commodity Exchange in price discovery …
Persistent link: https://www.econbiz.de/10013232946
An attempt is made here to investigate the relationship between stock market volatility and trading activity (trading volume and open interest) in Nifty futures market using the GARCH framework. The study uses daily closing price of Nifty and trading volume, and open interest for Nifty index...
Persistent link: https://www.econbiz.de/10013144796
Background: The financial futures market in India is relatively new. The major advantage of derivatives as financial …
Persistent link: https://www.econbiz.de/10011747714