Lead-lag relationship between futures and spot FX market in India
Varuna Kharbanda and Archana Singh
| Year of publication: |
2017
|
|---|---|
| Authors: | Kharbanda, Varuna ; Singh, Archana |
| Published in: |
International journal of managerial finance : IJMF. - Bingley : Emerald, ISSN 1743-9132, ZDB-ID 2364568-4. - Vol. 13.2017, 5, p. 560-577
|
| Subject: | Cointegration | Error correction | Foreign exchange (FX) | Lead-lag relationship | Indien | India | Kointegration | Derivat | Derivative | Wechselkurs | Exchange rate | Schätzung | Estimation | Spotmarkt | Spot market | Währungsderivat | Currency derivative | Lag-Modell | Lag model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/IJMF-01-2017-0001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011799586