Dynamic Linkages and Temporal Relationships Between Spot and Future Index Prices: Empirical Evidence from India Using Non-linear GARCH–BEKK
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Publisher
Springer Science and Business Media LLC
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https://link.springer.com/content/pdf/10.1007/s10690-024-09464-9.pdf
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4. Bohl, M. T., Salm, C. A., & Wilfling, B. (2011). Do individual index futures investors destabilize the underlying spot market? The Journal of Futures Markets, 31(1), 81–101. https://doi.org/10.1002/fut.20460
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