| 000 | 00880npc a2200169Ia 4500 | ||
|---|---|---|---|
| 008 | 140613s2013 xx 000 0 und d | ||
| 060 | _a658.8 | ||
| 100 | _aSHAIKH, IMLAK | ||
| 245 |
_aOn the linkages among ex-ante and ex-post volatility _bEvidence from NSE options market (India) |
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| 260 | _c2013 | ||
| 300 | _a487-505 | ||
| 520 | _aThis article investigates the cointegration level and changes in the existence and direction of casuality among volatilities. Vector autoregressive (VAR) model enables us to conduct granger- causality and impulse response analysis and determine the pattern of causality. The empirical findings uncover that ex-ante volatility best impounds the market wide information to explain the ex post volatility. | ||
| 653 | _aMARKETING | ||
| 700 | _aPADHI, PUJA | ||
| 773 |
_oP15106 _nM _933686 _011237 _tGLOBAL BUSINESS REVIEW |
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| 942 |
_2ddc _cARTCL |
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| 999 |
_c12271 _d12271 |
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