Efficiency of currency derivatives in price discovery process : evidences from India
Year of publication: |
2019
|
---|---|
Authors: | Sharma, Prashant ; Chotia, Varun |
Published in: |
Theoretical economics letters. - Irvine, Calif. : Scientific Research, ISSN 2162-2078, ZDB-ID 2657454-8. - Vol. 9.2019, 5, p. 1669-1681
|
Subject: | Price Discovery | Short Run Causality | Long Run Causality | Vector Error Correction Model (VECM) | Kointegration | Cointegration | Kausalanalyse | Causality analysis | Indien | India | Börsenkurs | Share price | Derivat | Derivative |
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