exchange market in selected Asian countries; Pakistan, India, Sri Lanka, China, Hong Kong and Japan. This study considered … stock and foreign exchange market. Results: The EGARCH analyses reveal bidirectional asymmetric volatility spillover between … transmission of volatility from stock market to foreign exchange market of India. The analysis reveals no evidence of volatility …

that divergence in monetary policy regimes affects forex volatility spillovers but that adding oil to a forex portfolio … shocks dominate forex volatility connectedness, positive shocks prevail when oil and forex markets are assessed jointly …

In a period of strong upheavals in India's foreign exchange market, the present study investigates the price discovery … and volatility spillovers between spot and futures prices of four major international currencies traded on two trading … platforms in India. The price discovery results confirm the long-run equilibrium relationship between spot and futures prices of …