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Showing
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10
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date (oldest first)
1
Estimating
hedging
effectiveness using variance reduction and risk-return approaches : evidence from national stock exchange of
India
Kaur, Mandeep
;
Gupta, Kapil
- In:
Copernican Journal of Finance & Accounting : CJF&A
8
(
2019
)
4
,
pp. 149-169
Persistent link: https://www.econbiz.de/10012242114
Saved in:
2
The impact of financial derivatives on financial market stability : evidence from DAX stock index futures trading using GARCH
Matanovic, Eva
-
2010
Persistent link: https://www.econbiz.de/10008936038
Saved in:
3
Empirical option pricing models
Bates, David S.
- In:
Annual review of financial economics
14
(
2022
),
pp. 369-389
Persistent link: https://www.econbiz.de/10013461154
Saved in:
4
Effect of futures trading on spot price
volatility
: evidence for NSE Nifty using GARCH
Debasish, Sathya Swaroop
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
1
(
2008
)
2
,
pp. 140-150
Persistent link: https://www.econbiz.de/10003787139
Saved in:
5
Currency futures market in
India
: an empirical analysis of market efficiency and
volatility
Nath, Golak Bihari
;
Pacheco, Manoel
- In:
Macroeconomics and finance in emerging market economies
11
(
2018
)
1/3
,
pp. 47-84
Persistent link: https://www.econbiz.de/10011974206
Saved in:
6
Impact of the FII's Indian equity investment behavior on the BRIC countries' stock market
volatility
during the Subprime Crisis : an empirical investigation
Amanjot Singh
;
Kaur, Parneet
- In:
Journal of academic research in economics
6
(
2014
)
3
,
pp. 336-349
Persistent link: https://www.econbiz.de/10011348110
Saved in:
7
Volatility
and the
hedging
effectiveness of China fuel oil futures
Chen, Wei
;
Ford, James L.
-
2010
Persistent link: https://www.econbiz.de/10009374212
Saved in:
8
Forecasting the daily dynamic hedge ratios by GARCH models : evidence from the agricultural futures markets
Zhang, Yuanyuan
;
Choudhry, Taufiq
- In:
The European journal of finance
21
(
2015
)
4/6
,
pp. 376-399
Persistent link: https://www.econbiz.de/10010528976
Saved in:
9
Modelling time-varying
volatility
in the Indian stock returns : some empirical evidence
Tripathy, Trilochan
;
Gil-Alaña, Luis A.
- In:
Review of development finance
5
(
2015
)
2
,
pp. 91-97
Persistent link: https://www.econbiz.de/10011447272
Saved in:
10
Impact of the financial crisis on Indian commodity markets : structural breaks and
volatility
dynamics
Shalini, Velappan
;
Prasanna, Krishna
- In:
Energy economics
53
(
2016
),
pp. 40-57
Persistent link: https://www.econbiz.de/10011660433
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