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Indian Stock Market Volatility. Study of Impact of Financial Derivatives on Stock Market Volatility
В наличии
Местонахождение: Алматы | Состояние экземпляра: новый |
Бумажная
версия
версия
Автор: Pradipta Kumar Sanyal
ISBN: 9783659355790
Год издания: 2013
Формат книги: 60×90/16 (145×215 мм)
Количество страниц: 388
Издательство: LAP LAMBERT Academic Publishing
Цена: 60410 тг
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Сферы деятельности:Код товара: 121163
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Аннотация: Volatility in Capital Markets has been an important issue since the development of capital markets across globe, however with the pioneering models by Robert Engle and Bollerslev, the study of stock market volatility has bought new dimensions in the financial literature. This book also emphasizes the study of volatility in Indian Capital Market after the introduction of financial derivatives in comparison to the pre-derivative period. The very purpose of introduction of financial derivatives in Indian Capital Market is to stabilize the price fluctuations. However, it’s always been debated concerning the introduction of derivative instruments and their effectiveness in curbing the volatility and through this book a small attempt is being made to emphasize the issue. The book may help Investors, Portfolio Managers, Professional Money Managers, Researchers, Academicians and Policy Makers in understanding the extent to which financial derivative has stabilize the volatility in Indian Stock Market.
Ключевые слова: Volatility, GARCH models, stock market, financial derivatives, NSE, BSE, Spillover Effects
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