The corona virus outbreak, which originated in China, has infected lakhs of people. Its spread has left businesses around the world counting costs. The corona virus is going global, and it could bring the world economy to a standstill. COVID-2019 that began in the depths of China’s Hubei province is spreading rapidly, persuading the World Health Organization to declare it as a pandemic. There are now significant outbreaks from South Korea to Italy and Iran, from America to Britain. The ongoing spread of the new corona virus has become one of the biggest threats to the global economy and financial markets. The economic impact of the COVID-2019 pandemic has introduced extraordinary volatility in global financial markets, as participants are obliged to reassess their valuations of all investments and associated derivatives as the situation develops. In an environment where uncertainty makes it unusually hard to price assets and for market-makers to operate, exchanges are providing the only way to establish consensus on these valuations in real time. Volatility has reached levels comparable with the Global Financial Crisis of 2008, with one-day losses not seen since 1987. The situation is made more challenging by high levels of indebtedness and already low interest rates. The financial markets are all integrated into one as global markets in the current era of globalization. It is important that financial markets remain able to perform their role — providing investors with liquidity, facilitating price discovery, and allowing for risk transfer and the transmission of monetary policy. This study aims at examining the performance of the selected Asian stock markets amidst the times of COVID-2019. This study intends to examine the interlinkages of Asian stock markets selected and to observe the impact of COVID-2019 on these markets. The period of study is from 1st December, 2019 to 31st March, 2020. The tools adopted for the study are correlation, regression, ANOVA and paired sample [Formula: see text] test.

Due to the increased effects of globalization, economies are invariably exposed to global market factors and are volatile and sensitive to rising level of complexity of risks and changing conditions, making risk universal. However, due to the word of the ill effect of wide fluctuations of risk, various financial innovations have taken place at all times-derivatives being the most important. The uses of derivatives have become very predominant because of increased globalization and financial integration causing unpredictable variables and fluctuations. Though derivative instruments provide benefits, they come with certain risks as well. Low transaction cost and flexibility to take positions are the predominant features of futures and options instruments, which have lead to mushroom growth in their trading volume across the world. Popularity of equity futures contracts in India can be adjudged from the fact that in terms of trading volume.India's experience with the launch of equity derivatives market has been extremely positive. The derivatives turnover on the NSE has surpassed the equity market turnover. The turnover of derivatives on the NSE increased from Rs.

The corona virus outbreak, which originated in China, has infected nearly 8, 75,000 people. Its spread has left businesses around the world counting costs. The corona virus is going global, and it could bring the world economy to a standstill. COVID-19 that began in the depths of China’s Hubei province is spreading rapidly, persuading the World Health Organisation to declare it as a pandemic. There are now significant outbreaks from South Korea to Italy and Iran, from America to Britain. The ongoing spread of the new corona virus has become one of the biggest threats to the global economy and financial markets. Even though, time and again our Indian economists have assured the country that Indian economy stands relatively insulated from the global value chain, but being integrated into world economy, there has to be some impact. This was reflected in the Nifty when the stock market took a great plunge down in last week of February, 2020. The present study is an attempt to examine the impact of COVID-19 on Indian Stock market. The study takes into consideration a time period of four months, from December 1st, 2019 to March 31st, 2020. The study focuses on the Nifty and sectoral indices of Nifty along with India Volatility Index. Tools used for the study involves correlation, regression, ANOVA, variance analysis and moving averages. The study concludes with the statement that volatility is higher in medium run than in short run and also there is significant impact of COVID-19 on Indian stock market.

Exchange-Traded Funds (ETFs) are innovative financial instrument as it is well-diversified like a mutual fund and listed in a stock exchange. Since the launch of the first ETF (Nifty BeES ETF) in 2001, the Indian ETF market has seen growth in the number of ETF schemes and Asset Under Management (AUM). This study is an overview of previous studies on spillover and leverage effects in the Indian Equity ETF market and related works to tap the research gap in these twin areas. The study found a need for a rigorous evaluation of the strength and nature of leverage effect among different Broader Index ETFs, Sectoral/thematic ETFs and World ETFs in India. The study also identified a research gap for the conduct of a study on the spillover of mean, volatility, risk between Equity ETFs and its benchmark index, and the speed of spillover effect would be immensely useful for investors and other stakeholders in the Indian Equity ETF market.

The equity derivatives market in India has undergone remarkable changes in terms of instruments introduced. Introduction of single stock futures, amidst great misgivings, was solely responsible for placing Indian exchanges in the topmost position in the global scenario. Till 2006-07, single stock futures were the most traded instruments in the Indian equity derivative segment. But, post-Global Financial Crisis, there has been a continuous drift in favour of index options from single stock futures. There has been a continuous decline in the share of single stock futures, the gain being that of index options. This is considered as a clear indication towards mature stock market. Even though the inception of derivative trading has significantly influenced the trading volatility in the capital market segment, it is yet to be seen whether the introduction of derivatives has achieved its purpose or not. The present study is an attempt to study the impact of volatility on the stock market after the introduction of derivatives in Indian segment. The study takes into account a period of thirteen years, from 9th November 2001 to 31st March 2014. A bunch of Nifty companies which satisfy the set criteria are selected for the study. The study reveals that there exists causality between the futures and spot prices of these companies. These companies are found to be co-integrated in the long run as well as in the short run.