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An investigation of price disc...
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An investigation of price discovery and volatility spillovers in India’s foreign exchange market
Bibliographic Details
Main Authors:
Sanjay, Sehgal
,
Wasim, Ahmad
,
Florent, Deisting
Format:
text
Language:
eng
Published:
Emerald
2015
Subjects:
DCC-GARCH,BEKK-GARCH,Currency futures market,Directional spillovers,Price discovery,Volatility spillovers
Holdings
Description
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