Browsing 3rd Biennial Conference of the Indian Academy of Management (IAM), 2013 by Author "Bhat, Aparna"

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    • An Empirical Test of Efficiency of Exchange-traded Currency Options in India 

      Bhat, Aparna; Arekar, Kirti (Indian Institute of Management, Ahmedabad, 2013)
      The objective of this paper is to examine efficiency of the exchange-traded currency options market in India. Put-call-futures parity for the USD-INR currency options is studied by analyzing daily closing prices of options ...