Non Deliverable Foreign Exchange Forward Market: An Overview
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References listed on IDEAS
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- Harendra Kumar Behera, 2011.
"Onshore and offshore market for Indian rupee: recent evidence on volatility and shock spillover,"
Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 4(1), pages 43-55.
- Behera, Harendra, 2010. "Onshore and offshore market for Indian Rupee: recent evidence on volatility and shock spillover," MPRA Paper 22247, University Library of Munich, Germany.
- Ma, Guonan & McCauley, Robert N., 2013.
"Is China or India more financially open?,"
Journal of International Money and Finance, Elsevier, vol. 39(C), pages 6-27.
- Guonan Ma & Robert N McCauley, 2013. "Is China or India more financially open?," BIS Working Papers 410, Bank for International Settlements.
- Nidhi Aggarwal & Sanchit Arora & Rajeswari Sengupta, 2021. "Capital account liberalisation in a large emerging economy: An Analysis of onshore-offshore arbitrage," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2021-013, Indira Gandhi Institute of Development Research, Mumbai, India.
- Guonan Ma & Robert N. McCauley, 2014. "Financial openness of China and India- Implications for capital account liberalisation," Bruegel Working Papers 827, Bruegel.
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Keywords
non deliverable forward (NDF); indian rupee; Granger casuality test; GARCH; volatality; spillover; market; marginal; Reuters data base; exchange rate; implied yield; spot; forward segments; Malaysia; Bank of Thailand; Asia; portfolio investors; multinational corporations; hedge funds; FDI; financial institution; arbitraging; China;All these keywords.
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