Please use this identifier to cite or link to this item: http://hdl.handle.net/11718/17263
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dc.contributor.authorGupta, Akanksha
dc.contributor.authorVarma, Poornima
dc.date.accessioned2016-01-07T06:27:53Z
dc.date.available2016-01-07T06:27:53Z
dc.date.copyright2014
dc.date.issued2015
dc.identifier.citationGupta, A., & Varma, P. (2015). Impact of Futures Trading on Spot Markets: An Empirical Analysis of Rubber in India. Eastern Economic Journal.en_US
dc.identifier.issn0094-5056
dc.identifier.urihttp://hdl.handle.net/11718/17263
dc.description.abstractThe present study investigates the impact of futures trading on spot markets of rubber in India. The study focuses on the price discovery role of futures, direction of volatility spillovers, and the relationship between the futures trading activity and the spot price volatility. The analysis using the Co-integration and Error Correction Model suggests that there is a stronger information flow from the futures to spot markets, indicating price discovery in futures. The results of Granger Causality tests show the existence of a bidirectional volatility spillover in the two markets and that futures trading activity is both a cause and consequence of spot volatility.en_US
dc.language.isoenen_US
dc.publisherPalgrave Macmillanen_US
dc.subjectFutures tradingen_US
dc.subjectGranger causalityen_US
dc.subjectSpot marketen_US
dc.titleImpact of futures trading on spot markets: an empirical analysis of rubber in Indiaen_US
dc.typeArticleen_US
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