Item Details
Skip Navigation Links
   ActiveUsers:4010Hits:9894712Skip Navigation Links
Show My Basket
Introduction
Information
Ask Us
HelpExpand Help
Advanced search

In Basket
  Journal Article   Journal Article
 

ID361375
Title ProperVolatility spillover effect in commodity derivatives market: Empirical evidence through generalized impulse response function.
LanguageENG
AuthorDas (Nupur Moni) ;  Rout (Bhabani Sankar) ;  Rao (K. Chandrasekhara)
`In' analytical NoteVision : Journal of Business Perspective 23(4) Dec 2019 pp 374-396
Journal SourceVision : Journal of Business Perspective 2019-12 23, 4
Classification NumberX9(J)
Key WordsVolatility: Spillover effect: Commodity market: Generalized impulse response function ;  Spillover effect: Commodity market: Generalized impulse response function: Volatility ;  Commodity market: Generalized impulse response function: Volatility: Spillover effect ;  Generalized impulse response function: Volatility: Spillover effect: Commodity market