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Currency futures market in India : an empirical analysis of market efficiency and volatility

Nath, Golak Bihari; Pacheco, Manoel - In: Macroeconomics and finance in emerging market economies 11 (2018) 1/3, pp. 47-84

Persistent link: https://www.econbiz.de/10011974206

Foreign exchange rate pricing at the future contract (case of I. R. of Iran)

Bastanzad, Hossein; Davoudi, Pedram; Tavakolian, Hossein - In: Iranian economic review : journal of University of Tehran 22 (2018) 1, pp. 253-293

Persistent link: https://www.econbiz.de/10011977145

Exchange rate exposure and usage of foreign currency derivatives by Indian nonfinancial firms

Krishna Prasad; Suprabha, K. R. - In: The impact of globalization on international finance …, (pp. 71-80). 2018

growth in the third-generation innovative and low-cost derivative instruments. This study also provided evidence that hedging …

Persistent link: https://www.econbiz.de/10012233723

Lead-lag relationship between futures and spot FX market in India

Kharbanda, Varuna; Singh, Archana - In: International journal of managerial finance : IJMF 13 (2017) 5, pp. 560-577

Persistent link: https://www.econbiz.de/10011799586

Pricing derivatives on foreign assets using Markov-modulated cojump-diffusion dynamics

Lian, Yu-Min; Chen, Jun-Home; Liao, Szu-Lang - In: International review of economics & finance : IREF 93 (2024) 2, pp. 503-519

Persistent link: https://www.econbiz.de/10014535585

Exchange rate risk management using currency derivatives : the case of exposures to Japanese Yen

Bae, Sung-chul; Kwon, Taek Ho - In: Asia Pacific financial markets 30 (2023) 3, pp. 621-647

Persistent link: https://www.econbiz.de/10014362686

Hedging performance using google trends : evidence from the Indian forex options market

Chi, Tsung-Li; Liu, Hung-Tsen; Chang, Chia-Chien - In: International review of economics & finance : IREF 85 (2023), pp. 107-123

Persistent link: https://www.econbiz.de/10014424052

The Q-measure dynamics of forward rates

Rebonato, Riccardo - In: Annual review of financial economics 15 (2023), pp. 493-522

Persistent link: https://www.econbiz.de/10014426352

Foreign exchange futures trading and spot market volatility in Thailand

Woradee Jongadsayakul - In: Risks : open access journal 12 (2024) 7, pp. 1-20

This paper investigates how the introduction of foreign exchange futures has an impact on spot volatility and considers the contemporaneous and dynamic relationship between spot volatility and foreign exchange futures trading activity, including trading volume and open interest in the Thailand...

Persistent link: https://www.econbiz.de/10014637194

Renminbi derivatives : recent development and issues

Peng, Wen-sheng; Shu, Chang; Yip, Raymond - In: China & world economy 15 (2007) 5, pp. 1-17

Persistent link: https://www.econbiz.de/10003553860