Do Futures Trading Activities Affect the Spot Market Volatility Spillover? Evidence from India
The present study verifies the effect of futures trading activities on spot market volatility spillover in actively traded commodities on the Multi-Commodity Exchange in India. We employ the Generalised Autoregressive Conditional Heteroscedasticity (GARCH 1, 1) and Granger Causality models. The Gran...
Сохранить в:
| Главные авторы: | , |
|---|---|
| Формат: | Artigo |
| Язык: | Inglês |
| Опубликовано: |
Nicolaus Copernicus University in Toruń
2026-02-01
|
| Серии: | Copernican Journal of Finance & Accounting |
| Предметы: | |
| Online-ссылка: | https://apcz.umk.pl/CJFA/article/view/69105 |
| Метки: |
Нет меток, Требуется 1-ая метка записи!
|