G Baladevaguru
Biographic Data
| ID | 10130462 |
|---|---|
| NAME | G Baladevaguru |
| GIVEN NAMES | G |
| FAMILY NAME | Baladevaguru |
| SIGNATURE | BALADEVAGURU G |
| AFFILIATIONS | ASA College |
| VERIFIED | No |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 1 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2026 |
| LATEST PUBLICATION YEAR | 2026 |
| H-INDEX | 0 |
Impact of Derivative Markets on Spot Market Volatility
This study examines the impact of derivative markets on spot market volatility in India with reference to futures and options trading. Using secondary time-series data and the GARCH(1,1) model, the analysis evaluates volatility behavior across the whole study period and selected pre-opening and post-opening sub-periods. The results show significant ARCH and GARCH effects, confirming the presence of volatility clustering and persistence in market …
No prominent works on this page.
Impact of Derivative Markets on Spot Market Volatility
This study examines the impact of derivative markets on spot market volatility in India with reference to futures and options trading. Using secondary time-series data and the GARCH(1,1) model, the analysis evaluates volatility behavior across the whole study period and selected pre-opening and post-opening sub-periods. The results show significant ARCH and GARCH effects, confirming the presence of volatility clustering and persistence in market …
Derivatives market (1 work) · Financial Markets and Investment Strategies (1 work) · Financial Risk and Volatility Modeling (1 work) · Forward volatility (1 work) · Futures contract (1 work) · Risk Management in Financial Firms (1 work) · Spot contract (1 work) · Spot market (1 work) · Volatility clustering (1 work) · Volatility smile (1 work)