A Study on Financial Derivatives

Authors

  •   Meghana Patil (Mudiraj) Department of Commerce, C. J. Patel College, Tirora, District – Gondia

DOI:

https://doi.org/10.53957/sanshodhan/2020/v9i1/152484

Keywords:

No Keywords.

Abstract

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Published

2020-12-31

How to Cite

Patil (Mudiraj), M. (2020). A Study on Financial Derivatives. Sanshodhan, 9(1), 78–85. https://doi.org/10.53957/sanshodhan/2020/v9i1/152484

Issue

Volume 9, 2019-2020

Section

Articles
Crossref
Scopus
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Europe PMC

References

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Antoniou A. and Holmes P. (1995) "Futures trading, information and spot price volatility: evidence for the FTSE-100 Stock index futures contract using GARCH" Journal ofBanking & Finance, 19, 117-129.

Baldauf B. and Santoni G.J. (1991) "Stock price volatility: Some evidence form anARCH model" The Journal of Futures Markets, 11, 2, 191200.

Bansal V.K., Pruitt S.W. and Wei K.C.J. (1989) "An empirical reexamination of theimpact of CBOE Option initiation on the volatility and trading volume of the urderlyingequities: 1973-1986" The Financial Review, 24, 1, 19-29.

Bollerslev T. (1986) "Generalized autoregressive conditional heteroskedasticity" Journalof Econometrics, 31, 307-327.

Brorsen B.W. (1991) "Futures trading, transactions costs, and stock market volatility", The Journal of Futures Markets 11, 2, 153-163.