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- W1566773941 abstract "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 interlinkages among the spot, forward and NDF markets for Indian rupee. Daily exchange rate data from Reuters database for the period November 2004 to February 2007, Granger causality test and augmented GARCH formulation are used for the study. Evidences are also observed for volatility spillover in the reverse direction, i.e., from NDF to spot market, though the extent is marginal. [RBI Occasional Papers, Winter 2006]." @default.
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- W1566773941 date "2007-10-01" @default.
- W1566773941 modified "2023-09-27" @default.
- W1566773941 title "Non Deliverable Foreign Exchange Forward Market: An Overview" @default.
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