Work

Intraday return dynamics and volatility spillovers between NSE S&P CNX Nifty stock index and stock index futures

Year: 2010

Type: article

Source: Applied Economics Letters

DOI: 10.1080/13504851003742442

Authors: Pratap Chandra Pati, Prabina Rajib

Institutions: Indian School of Business, Indian Institute of Technology Kharagpur

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2054596795

FWCI: 1.67

Cites: 27

Cited by: 36

Related to: 10