Namita Rajput

University of Delhi

University Road

Kirti Nagar

Delhi, DE New Delhi 110 007

India

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Scholarly Papers (1)

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Price Discovery and Volatility Spillover: Evidence from Indian Commodity Markets

The International Journal of Business and Finance Research, v. 7 (3) p. 57-75
Number of pages: 20 Posted: 29 Jan 2013
Sanjay Sehgal, Namita Rajput and Florent Deisting
University of Delhi - Department of Financial Studies, University of Delhi and ESC PAU
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Abstract:

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Price discovery, Granger Causality, VECM, EGARCH, Volatility, Spillover