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Volatility Behaviour and Spillover Effect: Evidence from Indian Foreign Exchange Market

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Global Business Review

Published online on

Abstract

Global Business Review, Ahead of Print.
The study aims to analyze the volatility behaviour and its spillover effect on Indian foreign exchange rates Indian Rupee (INR), specifically against the Euro (EUR), British Pound (GBP), Japanese Yen (JPY) and US Dollar (USD). The study is based on the ...