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Econometric Analysis between Spot and Futures Market in Indian Derivative Segment
Johansen’s Co-integration technique followed by the Granger Causality test was employed to examine the relationship between NSE spot and futures market for selected scrip of Nifty of NSE. An empirical analysis was conducted for the closing price of near month prices from 9 th November 2001 to 31 st...
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| フォーマット: | Journal Article |
| 出版事項: |
Commerce Spectrum
2014
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| オンライン･アクセス: | http://10.26.1.76/ks/005899pdf |