Price discovery and volatility transmission in currency spot and futures markets in India : an empirical analysis
Year of publication: |
2019
|
---|---|
Authors: | Sakthivel, P. ; Chittedi, Krishna Reddy ; Sakyi, Daniel |
Published in: |
Global business review. - New Delhi [u.a.] : SAGE Publ., ISSN 0973-0664, ZDB-ID 2211884-6. - Vol. 20.2019, 4, p. 931-945
|
Subject: | Price discovery | volatility transmission | currency spot | currency futures | co-integration | Volatilität | Volatility | Währungsderivat | Currency derivative | Indien | India | Kointegration | Cointegration | Devisenmarkt | Foreign exchange market | Spotmarkt | Spot market | Wechselkurs | Exchange rate | Rohstoffderivat | Commodity derivative |
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