Variables

Chi-square Statistics

Df

Prob.

USD/INR Spot

USD/INR Futures

76.36413*

2

0.0000

EURO/INR Spot

EURO/INR Futures

10.17732*

2

0.0062

GBP/INR Spot

GBP/INR Futures

16.22894*

2

0.0003

JPY/INR Spot

JPY/INR Futures

4.404702

2

0.1105