Price Discovery and Volatility Spillover: Evidence from Indian Commodity Markets

Sanjay Sehgal; Namita Rajput; Florent Deisting

Journal Articles International Journal of Business and Finance Research Year : 2013

Price Discovery and Volatility Spillover: Evidence from Indian Commodity Markets

, , (1)

1

Sanjay Sehgal

Function : Author

Namita Rajput

Function : Author

Florent Deisting

Function : Author

Centre d'Analyse Théorique et de Traitement des données économiques

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Humanities and Social Sciences Economics and Finance

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680F_International_J_B_F_R-V7N3-2013.pdf (782.23 Ko)

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Submitted on : Wednesday, October 3, 2018-4:10:45 PM

Last modification on : Monday, November 7, 2022-5:24:33 PM

Long-term archiving on: Friday, January 4, 2019-12:39:16 PM

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hal-01881910 , version 1 (03-10-2018)

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HAL Id : hal-01881910 , version 1

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Sanjay Sehgal, Namita Rajput, Florent Deisting. Price Discovery and Volatility Spillover: Evidence from Indian Commodity Markets. International Journal of Business and Finance Research, 2013, 7 (3), pp.57-75. ⟨hal-01881910⟩

Price Discovery and Volatility Spillover: Evidence from Indian Commodity Markets

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