Introduction of derivative trading in India and its impact on the volatility of underlyingspotmarket (Record no. 11836)
[ view plain ]
| 000 -LEADER | |
|---|---|
| fixed length control field | 00962npc a2200157Ia 4500 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 140613s2013 xx 000 0 und d |
| 060 ## - NATIONAL LIBRARY OF MEDICINE CALL NUMBER | |
| Classification number | 332.632 |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | PRASANNA, P KRISHNA |
| 245 ## - TITLE STATEMENT | |
| Title | Introduction of derivative trading in India and its impact on the volatility of underlyingspotmarket |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Date of publication, distribution, etc. | 2013 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 89-104 |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | Equity derivatives have become popular financial products in Indian capital market since 2003. Trading on derivatives tend to make the underlying spot market more liquid and informationally effecient. Despite the financial crisis in the year 2008the turnover in derivative market was 4 times then that of spot market. Volatility impact has been examined with the help of asymmetric GRACH model. GJRGRACH (1,1) was used to model the heteroskedasticity and examine the changes in the post introduction period. |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | DERIVATIVE |
| 773 ## - HOST ITEM ENTRY | |
| Other item identifier | P14861 |
| Note | M |
| Host Itemnumber | 30792 |
| Host Biblionumber | 11192 |
| Title | FINANCE INDIA |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | Articles |
No items available.