Covered interest parity arbitrage and long-run relation between spot and forward rates in foreign exchange (Rupee/Dollar) market in India-study of market efficiency with ARIMA (p, d, q) forecasting
Year of publication: |
June 2017
|
---|---|
Authors: | Sikdar, Suman ; Mukhopadhyay, C. K. |
Published in: |
Artha vijñāna : journal of the Gokhale Institute of Politics and Economics. - Pune : [Verlag nicht ermittelbar], ISSN 0004-3559, ZDB-ID 303536-0. - Vol. 59.2017, 2, p. 109-138
|
Subject: | Zinsparität | Interest rate parity | Spotmarkt | Spot market | Terminmarkt | Derivatives market | Devisenmarkt | Foreign exchange market | Effizienzmarkthypothese | Efficient market hypothesis | Indische Rupie | Indian rupee | US-Dollar | US dollar | Prognose | Forecast | Indien | India | 2011-2015 |
-
Joshi, Himanshu, (1998)
-
Foreign exchange market efficiency : empirical results for the USD/EUR market
Czech, Katarzyna Anna, (2012)
-
Foreign exchange market inefficiency and exchange rate anomalies
Li, Jing, (2015)
- More ...
-
Sikdar, Suman, (2011)
-
Sikdar, Suman, (2017)
-
Sikdar, Suman, (2011)
- More ...