Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource Articles Article Faculty Publications -Articles Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource Repercussions of global turbulence and market volatility in spot &amp; futures market: India preparedness Subject The topic of the resource CRADF; Emerging market; Garch; Price discovery; VECM; Volatility Description An account of the resource This article examines the repercussions of global turbulence and market volatility in Indian Capital market for the period spanning from January 1, 2003 to August 31, 2013 with a total of 2654 observations and it is broken into pre-crisis and post-crisis respectively. The study employed Generalized Autoregressive Conditional Heteroskedasticity (1,1) model to measure the volatility persistence by employing dummy variables. Cointegrating Regression Augmented Dickey Fuller (CRADF) and Vector Error Correction Model (VECM) was employed to investigate the casual nexus between spot and futures market in both short and long run equilibrium. The squared residuals of VECM were applied to investigate the lead-lag relationship between the bivariate variables. Our findings indicate that there was a significant change in the post crisis period for spot and futures market volatility. Our result suggests that nothing can be learned and new regulation can only do more harm. Apart from this, nobody knows which financial instrument will be at the centre of the next crisis. Overall, the comprehensive financial sector reform like Credit Default Swap, Valuation Assumptions and Basel II Accord can create more problems and make the investors more complex to meet the global challenges environment. IJER Serials Publications. Creator An entity primarily responsible for making the resource Thamilselvan R.; Srinivasan K. Source A related resource from which the described resource is derived International Journal of Economic Research, Vol-11, No. 3, pp. 663-676. Publisher An entity responsible for making the resource available Serials Publications Date A point or period of time associated with an event in the lifecycle of the resource 2014-01-01 Identifier An unambiguous reference to the resource within a given context <a href="" target="_blank" rel="noreferrer noopener"></a> <br /><br /><a href="https://www.scopus.com/inward/record.uri?eid=2-s2.0-84927765215&amp;partnerID=40&amp;md5=943712ae590549d3d6f6eb36aae1edf0" target="_blank" rel="noreferrer noopener">https://www.scopus.com/inward/record.uri?eid=2-s2.0-84927765215&amp;partnerID=40&amp;md5=943712ae590549d3d6f6eb36aae1edf0</a> Rights Information about rights held in and over the resource Restricted Access Relation A related resource ISSN: 9729380 Format The file format, physical medium, or dimensions of the resource Online Language A language of the resource English Type The nature or genre of the resource Article Coverage The spatial or temporal topic of the resource, the spatial applicability of the resource, or the jurisdiction under which the resource is relevant Thamilselvan R., Department of Business Administration, Sathyabama University, Chennai, 600 101, India; Srinivasan K., Faculty of Management Studies, Christ University, Bangalore, Karnataka, 560 02, India