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Keywords: Price discovery
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Journal Articles
Journal:
Journal of Economic Studies
Journal of Economic Studies (2015) 42 (2): 261–284.
Published: 11 May 2015
...Sanjay Sehgal; Wasim Ahmad; Florent Deisting Purpose – The purpose of this paper is to examine the price discovery and volatility spillovers in spot and futures prices of four currencies (namely, USD/INR, EURO/INR, GBP/INR and JPY/INR) and between futures prices of both stock exchanges namely...
