UGC Approved Journal no 63975

ISSN: 2349-5162 | ESTD Year : 2014
Call for Paper
Volume 9 | Issue 1 | January 2022

JETIREXPLORE- Search Thousands of research papers



WhatsApp Contact
Click Here

Published in:

Volume 6 Issue 2
February-2019
eISSN: 2349-5162

UGC and ISSN approved 7.95 impact factor UGC Approved Journal no 63975

7.95 impact factor calculated by Google scholar

Unique Identifier

Published Paper ID:
JETIRZ006001


Registration ID:
197089

Page Number

1-7

Share This Article


Jetir RMS

Title

IMPACT ON INDIAN STOCK MARKET VOLATILITY

Abstract

The research focused on the volatility implications of the introduction of derivatives on stock market volatility in India using the S&P CNX Nifty Index as a benchmark. To account for non-constant error variance in the return series, a GARCH model is fitted by incorporating futures and options dummy variables in the conditional variance equation. The researcher find clustering and persistence of volatility before and after derivatives, while listing seems to have no stabilization or destabilization effects on market volatility. The post-derivatives period shows that the sensitivity of the index returns to market returns and any day-of-the-week effects have disappeared. That is, the nature of the volatility patterns has altered during the post-derivatives period.

Key Words

IMPACT ON INDIAN STOCK MARKET VOLATILITY

Cite This Article

"IMPACT ON INDIAN STOCK MARKET VOLATILITY", International Journal of Emerging Technologies and Innovative Research (www.jetir.org), ISSN:2349-5162, Vol.6, Issue 2, page no.1-7, February-2019, Available :http://www.jetir.org/papers/JETIRZ006001.pdf

ISSN


2349-5162 | Impact Factor 7.95 Calculate by Google Scholar

An International Scholarly Open Access Journal, Peer-Reviewed, Refereed Journal Impact Factor 7.95 Calculate by Google Scholar and Semantic Scholar | AI-Powered Research Tool, Multidisciplinary, Monthly, Multilanguage Journal Indexing in All Major Database & Metadata, Citation Generator

Cite This Article

"IMPACT ON INDIAN STOCK MARKET VOLATILITY", International Journal of Emerging Technologies and Innovative Research (www.jetir.org | UGC and issn Approved), ISSN:2349-5162, Vol.6, Issue 2, page no. pp1-7, February-2019, Available at : http://www.jetir.org/papers/JETIRZ006001.pdf

Publication Details

Published Paper ID: JETIRZ006001
Registration ID: 197089
Published In: Volume 6 | Issue 2 | Year February-2019
DOI (Digital Object Identifier):
Page No: 1-7
Country: -, -, - .
Area: Engineering
ISSN Number: 2349-5162


Preview This Article


Downlaod

Click here for Article Preview

Download PDF

Downloads

0002639

Print This Page

Current Call For Paper

Jetir RMS