Open AccessCausality between Indian Futures and Cash Markets - Analysis with Granger Causality Block Exogenity Model
Author(s) -
Babita R. Jose,
Daniel Lazar
Publication year - 2015
Publication title -
asian business review
Language(s) - English
Resource type - Journals
eISSN - 2305-8730
pISSN - 2304-2613
DOI - 10.18034/abr.v5i3.61
Subject(s) - futures contract , financial economics , economics , forward market , spot market , volatility (finance) , spread trade , granger causality , econometrics , finance , institutional investor , electricity , corporate governance , open end fund , electrical engineering , engineering