Interlinkages between USD-INR, EUR-INR, GBP-INR and JPY-INR exchange rate markets and the impact of RBI intervention
Year of publication: |
2019
|
---|---|
Authors: | Dua, Pami ; Suri, Ritu |
Published in: |
Journal of emerging market finance. - Thousand Oaks, Calif. : Sage Publications, ISSN 0973-0710, ZDB-ID 2180453-9. - Vol. 18.2019, 1, Suppl, p. 102-136
|
Subject: | Interlinkages | foreign exchange markets | spillovers | multivariate GARCH-BEKK | RBI intervention | Devisenmarkt | Foreign exchange market | Wechselkurspolitik | Exchange rate policy | Spillover-Effekt | Spillover effect | Theorie | Theory | Wechselkurs | Exchange rate | Indien | India |
-
Dynamics of volatility spillovers with structural breaks in Indian foreign exchange market
Kashyap, Suresh, (2020)
-
Spillovers between sovereign CDS and exchange rate markets : the role of market fear
Feng, Qianqian, (2021)
-
Return and volatility spillover between stock price and exchange rate : Indian evidence
Majumder, Sayantan Bandhu, (2015)
- More ...
-
Banerji, Anirvan, (2002)
-
Dua, Pami, (2011)
-
Product differentiation in the economic forecasting industry
Batchelor, Roy A., (1990)
- More ...