examines how well exchange rate volatility explains movements in stock market returns. The model-based predictions are … dollar/yen exchange rates. The dollar/yen rate also improved risk prediction for the Standard&Poor futures, while the gains … in forecasting from using bivariate models remained small otherwise. -- exchange rate futures ; index futures …

listing of futures and options lead to any significant change in the volatility of the stock market in India … each stock is. Stock market volatility is significant and understanding it is imperative to investing in stocks that suit … the impact of derivatives trading on the stock market volatility. The study attempted to estimate the volatility …

impact of introduction of index futures and index options trading on the underlying spot market volatility are empirically …The interaction among futures and spot markets has been one of the most important issues of the financial markets since … the launch of stock index futures by Kansas City Board of Trade in 1982. The main characteristics of derivatives such as …

volatility in the Indian stock market after the introduction of futures contracts on the SENSEX index. To explore the time series … introduction of futures leads to a significant change in the spot market volatility of the SENSEX index and it is successful in … world is the financial markets volatility and the need to forecast it accurately. The stock prices depend on the investment …

This paper looks into the effect of Single Stock Futures (SSF) introduction on the trading volume and volatility of … shift from the spot market to the futures markets. Using a GARCH (1,1) model the underlying stock volatility for 5 different … stocks are estimated and these results indicate that there is a reduction in volatility after the introduction of SSF in the …