We present low resolution ( \mathcal { R } \sim 250 ) spectroscopy in the near-IR ( 0.8 to 2.5 \mu m ) of the EXor variables . These are the initial results ( obtained during the period 2007-2008 ) from a long term photometric and spectroscopic program aimed to study the variability in the accretion processes of pre-Main Sequence ( PMS ) stars , by correlating the continuum fluctuations with the spectroscopical properties . Eight sources have been observed in different epochs , for a total of 25 acquired spectra . EXor spectra show a wide variety of emission features dominated by HI recombination ( Paschen and Brackett series ) . We have investigated whether line and continuum variability could be due to a variable extinction , but such hypothesis is applicable only to the peculiar source PV Cep . By comparing the observed spectra with a wind model , mass loss rates in the range ( 2-10 ) 10 ^ { -8 } M _ { \sun } yr ^ { -1 } are derived , along with other wind parameters . Consistent results are also obtained by assuming that HI lines are due to accretion . CO overtone is also detected in the majority of the sources both in absorption and in emission . It appears to come from regions more compact than winds , likely the stellar photosphere ( when in absorption ) and the circumstellar disk ( when in emission ) . NaI and CaI IR lines behave as the CO does , thus they are thought to arise in the same locations . For some targets multiple spectra correspond to different activity stages of the source . Those exhibiting the largest continuum variation at 2 \mu m ( \Delta K \stackrel { > } { { } _ { \sim } } 1 mag ) present a significant line flux fading during the continuum declining phases . In particular , CO absorption ( emission ) appears associated to inactive ( active ) stages , respectively .