An Investigation of Price Discovery and Volatility Spillovers in India's Foreign Exchange Market

SSRN Electronic Journal ◽

10.2139/ssrn.2416408 ◽

2014 ◽

Cited By ~ 1

Author(s):

Sanjay Sehgal ◽

Wasim Ahmad ◽

Florent Deisting

Keyword(s):

Foreign Exchange ◽

Foreign Exchange Market ◽

Price Discovery ◽

Exchange Market ◽

Volatility Spillovers

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Macroeconomic Announcements and Price Discovery in the Foreign Exchange Market

SSRN Electronic Journal ◽

10.2139/ssrn.2565379 ◽

2015 ◽

Author(s):

Yin-Feng Gau ◽

Zhen-Xing Wu

Keyword(s):

Foreign Exchange ◽

Foreign Exchange Market ◽

Price Discovery ◽

Exchange Market ◽

Macroeconomic Announcements

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Price discovery in Taiwan's foreign exchange market

Journal of International Financial Markets Institutions and Money ◽

10.1016/j.intfin.2007.08.005 ◽

2009 ◽

Vol 19 (1) ◽

pp. 77-93 ◽

Cited By ~ 3

Author(s):

Jer-Yuh Wan ◽

Chung-Wei Kao

Keyword(s):

Foreign Exchange ◽

Foreign Exchange Market ◽

Price Discovery ◽

Exchange Market

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Intraday price discovery analysis in the foreign exchange market of an emerging economy: Mexico

Research in International Business and Finance ◽

10.1016/j.ribaf.2017.07.159 ◽

2018 ◽

Vol 45 ◽

pp. 271-284 ◽

Cited By ~ 1

Author(s):

Valeria Martinez ◽

Yiuman Tse

Keyword(s):

Foreign Exchange ◽

Foreign Exchange Market ◽

Price Discovery ◽

Emerging Economy ◽

Exchange Market

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Economic News, Price Discovery and Liquidity in the Foreign Exchange Market

SSRN Electronic Journal ◽

10.2139/ssrn.1342391 ◽

2009 ◽

Cited By ~ 1

Author(s):

Wing Wah Tham

Keyword(s):

Foreign Exchange ◽

Foreign Exchange Market ◽

Price Discovery ◽

Exchange Market ◽

Economic News

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Government Intervention and Price Discovery in the Foreign Exchange Market

SSRN Electronic Journal ◽

10.2139/ssrn.1913761 ◽

2011 ◽

Author(s):

Yu-Lun Chen ◽

Yin-Feng Gau

Keyword(s):

Foreign Exchange ◽

Foreign Exchange Market ◽

Price Discovery ◽

Government Intervention ◽

Exchange Market

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Dynamics of Volatility Spillovers with structural breaks in Indian Foreign exchange market

International Journal of Business Innovation and Research ◽

10.1504/ijbir.2020.10020464 ◽

2020 ◽

Vol 1 (1) ◽

pp. 1

Author(s):

Suresh Kashyap ◽

Sachin Kashyap

Keyword(s):

Foreign Exchange ◽

Foreign Exchange Market ◽

Structural Breaks ◽

Exchange Market ◽

Volatility Spillovers

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Dynamics of volatility spillovers with structural breaks in Indian foreign exchange market

International Journal of Business Innovation and Research ◽

10.1504/ijbir.2020.109032 ◽

2020 ◽

Vol 22 (4) ◽

pp. 488

Author(s):

Suresh Kashyap ◽

Sachin Kashyap

Keyword(s):

Foreign Exchange ◽

Foreign Exchange Market ◽

Structural Breaks ◽

Exchange Market ◽

Volatility Spillovers

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Conditional volatility persistence and volatility spillovers in the foreign exchange market

Research in International Business and Finance ◽

10.1016/j.ribaf.2020.101312 ◽

2021 ◽

Vol 55 ◽

pp. 101312

Author(s):

Fei Su

Keyword(s):

Foreign Exchange ◽

Foreign Exchange Market ◽

Exchange Market ◽

Conditional Volatility ◽

Volatility Spillovers ◽

Volatility Persistence

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Macroeconomic announcements and price discovery in the foreign exchange market

Journal of International Money and Finance ◽

10.1016/j.jimonfin.2017.08.006 ◽

2017 ◽

Vol 79 ◽

pp. 232-254 ◽

Cited By ~ 17

Author(s):

Yin-Feng Gau ◽

Zhen-Xing Wu

Keyword(s):

Foreign Exchange ◽

Foreign Exchange Market ◽

Price Discovery ◽

Exchange Market ◽

Macroeconomic Announcements

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Price discovery in the foreign exchange market: an empirical analysis of the yen/dmark rate

Journal of International Money and Finance ◽

10.1016/s0261-5606(97)00058-2 ◽

1998 ◽

Vol 17 (1) ◽

pp. 5-27 ◽

Cited By ~ 34

Author(s):

Frank De Jong ◽

Ronald Mahieu ◽

Peter Schotman

Keyword(s):

Empirical Analysis ◽

Foreign Exchange ◽

Foreign Exchange Market ◽

Price Discovery ◽

Exchange Market

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