An investigation of price discovery and volatility spillovers in India’s foreign exchange market

Author: Sanjay Sehgal Department of Financial Studies   University of Delhi   Delhi   IndiaDepartment of Financial Studies   University of Delhi   Delhi   India   Wasim Ahmad Department of Financial Studies   University of Delhi   New Delhi   IndiaANDDepartment of Finance   College of Business Administration   Salman bin Abdulaziz University   Al-Kharj   Kingdom of Saudi ArabiaDepartment of Financial Studies   University of Delhi   New Delhi   India AND Department of Finance   College of Business Administration   Salman bin Abdulaziz University   Al-Kharj   Kingdom of Saudi Arabia   DeistingFlorentGroupe ESC Pau   Pau   France  

Publisher: Emerald Group Publishing Ltd

E-ISSN: 1758-7387|42|2|261-284

ISSN: 0144-3585

Source: Journal of Economic Studies, Vol.42, Iss.2, 2015-05, pp. : 261-284

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Abstract