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...
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| Glavni autori: | , |
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| Format: | Artigo |
| Jezik: | Inglês |
| Izdano: |
Nicolaus Copernicus University in Toruń
2026-02-01
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| Serija: | Copernican Journal of Finance & Accounting |
| Teme: | |
| Online pristup: | https://apcz.umk.pl/CJFA/article/view/69105 |
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