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The Digital Institutional Repository of IIM Bangalore
This repository provides metadata of IIMB Publications and aimed at creating and preserving an archive of Institution scholarship. IIMB Publications include Articles, Working Papers (FULL TEXT), Book Chapters published by Faculty, Doctoral Dissertations by FPM Scholars and Project reports of Students enrolled in various courses of IIMB.
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https://repository.iimb.ac.in/handle/123456789/3799| Title: | Study of the impact of derivatives trading on volatility and liquidity in the spot market | Authors: | Verma, Nishit Upadrasta, Shivakumar |
Keywords: | GARCH modeling;Portfolio volatility;Lead-lag relationship | Issue Date: | 2003 | Publisher: | Indian Institute of Management Bangalore | Series/Report no.: | PGP-Contemporary Concerns Study;CCS.PGP.P3-059 | URI: | http://repository.iimb.ac.in/handle/123456789/3799 |
| Appears in Collections: | 2003 |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| CCS.PGP.P3-59.pdf | 5.3 MB | Adobe PDF | View/Open Request a copy |
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