Offshore Currency Markets : Non-Deliverable Forwards (NDFs) in Asia /

Non-deliverable forward (NDF) markets in many Asian emerging market currencies are large, rapidly growing, and often exceed onshore markets in transaction volume. NDFs tend to price significant depreciation during market stress episodes including COVID-19. Spillovers from NDFs to onshore markets are...

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Bibliographic Details
Main Author: Schmittmann, Jochen M.
Other Authors: Chua, Han Teng
Format: Journal
Language:English
Published: Washington, D.C. : International Monetary Fund, 2020.
Series:IMF Working Papers; Working Paper ; No. 2020/179
Online Access:Full text available on IMF
Description
Summary:Non-deliverable forward (NDF) markets in many Asian emerging market currencies are large, rapidly growing, and often exceed onshore markets in transaction volume. NDFs tend to price significant depreciation during market stress episodes including COVID-19. Spillovers from NDFs to onshore markets are a policymaker concern. Our analysis shows that influences tend to run both ways after controlling for differences in timezones between markets. For the COVID-19 pandemic there is some evidence of NDFs leading onshore markets for a few currencies. Policy approaches to NDFs vary widely across Asia from close integration with onshore markets to severe restrictions on NDF trading.
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Physical Description:1 online resource (27 pages)
Format:Mode of access: Internet
ISSN:1018-5941
Access:Electronic access restricted to authorized BRAC University faculty, staff and students