Lead-lag relationship between futures and spot FX market in India
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DOI: 10.1108/ijmf-01-2017-0001
Abstract: The purpose of this paper is to study the lead-lag relationship between the futures and spot foreign exchange (FX) market in India to understand the price discovery mechanism and the relationship between these two markets.,The… read more here.
Keywords: relationship futures; market; lead lag; relationship ... See more keywords