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Article Details :: |
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| Article Name : | | | CAUSALITY IN INDIAN SPOT – FUTURES COMMODITY MARKET | | Author Name : | | | Mohammad Javad Ghalambor and Kiran Reddy | | Publisher : | | | Ashok Yakkaldevi | | Article Series No. : | | | ROR-4778 | | Article : | |  | Author Profile | | Abstract : | | | This paper examines the causality relation between spot and futures markets through Johansen Cointegration and Vector Error Correction Model (VECM). | | Keywords : | | - Johansen Cointegration,VECM,
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