The Dynamic Relationship of Spot and Futures Market: A Study of BANKNIFTY Index of India (Record no. 49285)
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| 000 -LEADER | |
|---|---|
| fixed length control field | nam a22 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20180222181401.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 180222b xxu||||| |||| 00| 0 eng d |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Vasantha G, |
| 9 (RLIN) | 30283 |
| 245 ## - TITLE STATEMENT | |
| Title | The Dynamic Relationship of Spot and Futures Market: A Study of BANKNIFTY Index of India |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 28-38 p. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | This study examines the dynamic relationship between the spot and derivatives market of India. Specifically, the spot and futures market are studied using the intraday data set of BANKNIFTY index of NSE and the data is recorded from the NSE. Co-integration test and vector error correction test are used and the results show that both spot and futures market contain long run co-integration relationship and they share the news content each other in the long run. Further, this study shows that in the short run both the markets correct themselves for the deviations, however, the degree and speed of correction in the spot market is faster than the futures market. Hence, this study concludes with a note that though there exists a bi-directional lead-lag relationship between the BANKNIFTY spot and futures market, the index spot market is dominating over the futures market. |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | spot market |
| Uncontrolled term | futures market |
| Uncontrolled term | BANKNIFTY |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | T. Mallikarjunappa |
| 9 (RLIN) | 30284 |
| 773 0# - HOST ITEM ENTRY | |
| Host Biblionumber | 29506 |
| Host Itemnumber | 68016 |
| Other item identifier | 5558106 |
| Title | JOURNAL OF ACCOUNTING AND FINANCE |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | Journal Article |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Home library | Current library | Date acquired | Total Checkouts | Full call number | Barcode | Date last seen | Price effective from |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | Main Library | Main Library | 22/02/2018 | Vol 31, No 1/ 5558106JA3 | 5558106JA3 | 22/02/2018 | 22/02/2018 |