Open AccessImpact of currency futures on spot rate volatility in Indian foreign exchange market
Author(s) -
Ashwani Kumar Singh,
Govind Patra
Publication year - 2022
Publication title -
international journal of health sciences (ijhs) (en línea)
Language(s) - English
Resource type - Journals
eISSN - 2550-6978
pISSN - 2550-696X
DOI - 10.53730/ijhs.v6ns6.11944
Subject(s) - futures contract , autoregressive conditional heteroskedasticity , economics , volatility (finance) , currency , foreign exchange market , financial economics , forward volatility , econometrics , futures market , spot contract , volatility swap , volatility smile , monetary economics , implied volatility