Price, Return and Volatility Linkages of Base Metal Futures traded in India
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References listed on IDEAS
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- Etoundi Atenga, Eric Martial, 2014. "Asymmetric shocks, persistence in volatility and spillover effects between non ferrous metals on the LME spot market," MPRA Paper 61017, University Library of Munich, Germany.
More about this item
KeywordsFutures; Commodity Transaction Tax; GARCH; Base Metals;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G19 - Financial Economics - - General Financial Markets - - - Other
- L61 - Industrial Organization - - Industry Studies: Manufacturing - - - Metals and Metal Products; Cement; Glass; Ceramics
- Q02 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - General - - - Commodity Market
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-07-05 (All new papers)
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