Misra, Sangita; Behera, Harendra - eSocialSciences - 2007
Recognising the growing activity in the non deliverable forward (NDF) market in the recent years, the paper attempts to … present a detailed analysis of the NDF market with special focus on Indian rupee. An attempt is made to study the …. Evidences are also observed for volatility spillover in the reverse direction, i.e., from NDF to spot market, though the extent …