Work

The linkages, persistence, asymmetry in the volatility, the price discovery and efficiency, and the effect of the US subprime mortgage financial crisis on the spot and the futures market’s returns: the case of India

Year: 2015

Type: article

Source: Applied Economics

DOI: 10.1080/00036846.2015.1085641

Authors: Muthucattu Thomas Paul, James D. Kimata

Institution: University of the South Pacific

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2219728607

FWCI: 7.02

Cites: 51

Cited by: 19

Related to: 10