Keywords: Future markets
Close
Follow your search
Access your saved searches in your account

Would you like to receive an alert when new items match your search?
Close Modal
Sort by
Journal Articles
Journal of Risk Finance (2009) 10 (1): 67–77.
Published: 02 January 2009
... sample was integrated, the post‐futures sample was stationary. Spot returns volatility is found to be less important in explaining spot returns after the advent of futures trading in NSE Nifty. Practical implications The results imply that futures markets serve their prescribed role of improving...

or Create an Account

Close subscription notice
Close access options