Should central banks use the currency futures market to manage spot volatility? : Evidence from India
Year of publication: |
2019
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Authors: | Biswal, Pratap Chandra ; Jain, Anshul |
Published in: |
Journal of multinational financial management. - Amsterdam [u.a.] : North-Holland, ISSN 1042-444X, ZDB-ID 1117284-8. - Vol. 52/53.2019, p. 1-10
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Subject: | Central Bank | Currency | Futures | India | Nonlinear causality | Spot | Volatility-Volume | Indien | Währungsderivat | Currency derivative | Volatilität | Volatility | Geldpolitik | Monetary policy | Zentralbank | Central bank | Kausalanalyse | Causality analysis |
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