Title:Volatility Spillover Effects In Spot, Futures And Option MarketsYear: 2020 |
---|
Authors:
Shailesh Rastogi, Anish Agarwal
AbstractThe aim of the paper is to find the volatility spillover effects across spot, futures and option markets. The NIFTY 50 index is taken into observation. The study period is from January 8, 2010 to October 25, 2019. The main findings of this paper are: a bidirectional volatility spillover effect is found between spot and futures market and is a bit stronger from spot side; no volatility spillover was found between spot and options market in which both call and put contracts are considered; a unidirectional shock volatility spillover was reflected from futures to call options contract but there were no price volatility spillover effects across these markets. Bivariate BEKK-GARCH model was implemented to find the volatility spillover effects among these markets. Later CCC-GARCH model was used to find the close proximity between the markets to check the robustness of our volatility spillover results obtained from bivariate BEKK-GARCH and the results from CCC GARCH supports the BEKK-GARCH results.
|
Name | Designation | |
Mr. Anand Singh | Administrative Officer | ![]() |
Ms. Jagriti Partho Goswami | Office Superintendent | ![]() |
Mr. Prasanna Pendke | Sr. Supervisor | ![]() |
Mr. Amit Marathe | Sr. Supervisor | ![]() |
Mr. Prakash D Karkar | Supervisor | ![]() |
Mr. Amit Shinde | Supervisor | ![]() |
Ms. Supriya Rahalkar | Supervisor | ![]() |
Ms. Poorva Zende | Sr. Coordinator | ![]() |
Mr. Yogesh S. Mane | Sr. Coordinator | ![]() |
Ms. Rucha Desai | Sr. Coordinator | ![]() |
Ms. Roma Kale | Sr. Coordinator | ![]() |
Ms. Deepti Gokhale | Sr. Coordinator | ![]() |
Mr. Gautam S. Mane | Coordinator | ![]() |
Ms. Margaret Dsouza | Coordinator | ![]() |
Mr. Prasad Bonde | Coordinator | ![]() |
Ms. Anuja Joshi | Coordinator | ![]() |
Mr. Pradeep Chaveria | Coordinator | ![]() |
Mr. Rohit Rane | Assistant Coordinator | ![]() |
Ms. Shilpa Ravalallu | P.A.to Director | ![]() |
Mr. Abhishek Kudale | Office Assistant | ![]() |
Mr. Rajesh Bagewadi | Network Engineer | ![]() |
Ms. Saee H. Gokhale | Sr .Lab Instructor | ![]() |
Mr. Nilesh S Kadam | Sr. Lab Assistant | ![]() |
Ms. Shital Balkawade | Accounts Assistant | ![]() |
Mr. Sumit Bhoinkar | Accountant | ![]() |
Mr. Avadhoot Joshi | Accountant | ![]() |
Mr. Ankush Kolhe | Office Attendant | ![]() |
Mr. Mukesh Thopate | Office Attendant | ![]() |
Mr. Ashok Mankar | Office Attendant | ![]() |
Mr. Puran Walmiki | Sr. Office Attendant | ![]() |
Mr. Kailash Shinde | Sr. Office Attendant | ![]() |
Mr. Vasant Shitole | Sr. Office Attendant | ![]() |
Mr. Yogesh Nevrekar | Sr. Office Attendant | ![]() |
Mr. Sanjay Takle | Sr. Office Attendant | ![]() |
Mr. Vishal Kadam | Driver cum Office Attendant | ![]() |
Admission to all the courses and programmes at Symbiosis International (Deemed University) are strictly on merit basis based on the criteria and processes prescribed by the University and assessment of individual performance in Symbiosis National Aptitude Test [SNAP] for Postgraduate Studies and Symbiosis Entrance Test [SET] for Undergraduate Studies.
All aspirants / parents are hereby notified that some individuals / organisations are giving / making false and misleading advertisements / claims in newspapers, websites, social media platforms that they can ensure admission to Symbiosis International (Deemed University) and also charging heavy amount for the same.
In this regard, Symbiosis International (Deemed University) requests the aspirants / parents to refrain from entering into any transaction with such elements. Symbiosis International (Deemed University) has not appointed any individual / agency / organisation to make such assurance on its behalf. It is a matter of Policy that Symbiosis International (Deemed University) does not charge capitation fee for admission from students and this is widely and prominently published as well on all the relevant places like prospectus, website, SNAP Booklet, SET Booklet etc.
Despite this Notice, if any aspirants / parents still proceed with or enters into transaction with such elements, they would be doing so at their own risk and cost. Symbiosis International (Deemed University) further notifies that any aspirant attempting to approach Symbiosis International (Deemed University) for admission through or at the instances of such agents will be permanently debarred from admission to all the courses and programmes at Symbiosis International (Deemed University).
BY ORDER
Registrar
//