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Does the design of spot markets matter for the success of futures markets? : evidence from dairy futures
Białkowski, Je̜drzej; Koeman, Jan - 2017
Persistent link: https://www.econbiz.de/10011886644
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The effects of margin changes on commodity futures markets
Daskalaki, Charoula; Skiadopoulos, George - 2014 - This draft: 24 October 2014
In light of the recently passed 2010 Dodd-Frank Act, we assess the effect of margin changes on prices, the risk-sharing between speculators and hedgers, and the price stability of 20 commodity futures markets. We find that margin increases decrease the rate at which prices change, yet they...
Persistent link: https://www.econbiz.de/10010472794
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Agricultural commodity futures : searching for potential winners
Gulati, Ashok; Chatterjee, Tirtha; Hussain, Siraj - 2017
their crops, which are forward looking, and thus reduce their market risk. But in India, agri-futures have gone through a … assessing potential success of a commodity in agri-futures in India. We find that commodities that are relatively less sensitive … commodities. Thus, the lessons learnt are that futures market can be deepened in India by (1) focusing first on "non …
Persistent link: https://www.econbiz.de/10011759473
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Are price limits on futures markets that cool? : Evidence from the Brazilian mercantile and futures exchange
Fernandes, Marcelo (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003393206
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Internet, noise trading and commodity prices
Peri, Massimo; Vandone, Daniela; Baldi, Lucia - 2012
Persistent link: https://www.econbiz.de/10011759934
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Impact of transaction taxes on commodity derivatives trading in India
Ray, Saon; Malik, Neha - 2014
Commodity derivatives were introduced in India with a dual purpose of promoting price discovery and enhancing risk …
Persistent link: https://www.econbiz.de/10010354169
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Impact of proposed commodity transaction tax on futures trading in India
Sahoo, Pravakar (contributor); Kumar, Rajiv (contributor) - 2008
Trading in commodity derivatives on exchange platforms is an instrument to achieve price discovery, better price risk management, besides helping macro-economy with better resource allocation. Since the inception (2003) of national online trading on multi-commodity exchange platforms, the trade...
Persistent link: https://www.econbiz.de/10003746267
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Forecasting volatility in European stock markets with non-linear GARCH models
Forte, Gianfranco; Manera, Matteo - 2002
This paper investigates the forecasting performance of three popular variants of the non-linear GARCH models, namely VS-GARCH, GJR-GARCH and Q-GARCH, with the symmetric GARCH(1,1) model as a benchmark. The application involves ten European stock price indexes. Forecasts produced by each...
Persistent link: https://www.econbiz.de/10011598042
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Securities transaction tax-case study of India
Malik, Neha - 2014
Security Transaction Tax (STT) was introduced in the Indian capital market in 2004. It is a tax on transaction of equities as well as their derivatives. Despite the reduction in STT over the years, it constitutes a large percentage (next only to brokerage fee) of the total cost of trading. The...
Persistent link: https://www.econbiz.de/10010354157
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Financial Sector Legislative Reforms Commission (FSLRC) & financial sector regulation in India
Bhagwati, Jaimini; Khan, M. Shuheb; Bogathi, … - 2016
study existing legislation and financial sector regulatory practices in India and to propose improvements. The FSLRC … last section of the paper examines and comments on the principal FSLRC proposals to further develop India’s financial …
Persistent link: https://www.econbiz.de/10011483647