000			00962npc a2200157Ia 4500
008			140613s2013 xx 000 0 und d
060			_a332.632
100			_aPRASANNA, P KRISHNA
245			_aIntroduction of derivative trading in India and its impact on the volatility of underlyingspotmarket
260			_c2013
300			_a89-104
520			_aEquity 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			_aDERIVATIVE
773			_oP14861 _nM _930792 _011192 _tFINANCE INDIA
942			_2ddc _cARTCL
999			_c11836 _d11836