Skip to Main Content
Keywords: Day-of-the-week effect
Close
Follow your search
Access your saved searches in your account

Would you like to receive an alert when new items match your search?
Close Modal
Sort by
Journal Articles
Journal Articles
International Journal of Emerging Markets (2018) 13 (6): 1798–1819.
Published: 29 November 2018
... of the RBI and the Federal Reserve Bank of Atlanta (FRED) for the INR and USD, respectively. All holidays are excluded and a year is considered to be equal to 252 trading days. Vector autoregression Currency options Volatility smile Day-of-the-week effect Figure 1 Daily inter-bank USDINR...

or Create an Account

Close Modal
Close Modal