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The Indian exchange rate and Central Bank action: An EGARCH analysis
Goyal, Ashima; Arora, Sanchit - In: Journal of Asian Economics 23 (2012) 1, pp. 60-72
We analyze the impact of conventional monetary policy measures such as interest rates, intervention, and other quantitative measures, on exchange rate level and volatility, and compare these to the impact of Central Bank communication using dummy variables in the best of a family of GARCH models...
Persistent link: https://www.econbiz.de/10010572339
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Estimating the Indian natural interest rate : a semi-structural approach
Goyal, Ashima; Arora, Sanchit - In: Economic modelling 58 (2016), pp. 141-153
Persistent link: https://www.econbiz.de/10011647076
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Monetary versus fiscal policy in India : an SVAR analysis
Arora, Sanchit - In: Macroeconomics and finance in emerging market economies 11 (2018) 1/3, pp. 250-274
Persistent link: https://www.econbiz.de/10011974595
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Regime-switching monetary and fiscal policy rules and their interaction : an Indian case study
Arora, Sanchit - In: Empirical economics : a journal of the Institute for … 54 (2018) 4, pp. 1573-1607
Persistent link: https://www.econbiz.de/10011949597
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Asian reserves and the dollar : Is gradual adjustment possible?
Goyal, Ashima - In: Global economy journal : GEJ 5 (2005) 3
Persistent link: https://www.econbiz.de/10009949386
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Asian reserves and the dollar : Is gradual adjustment possible?
Goyal, Ashima (contributor) - In: Global economy journal : GEJ 5 (2005) 3
Persistent link: https://www.econbiz.de/10003281113
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Evaluating India's exchange rate regime under global shocks
Goyal, Ashima - In: Macroeconomics and finance in emerging market economies 11 (2018) 1/3, pp. 304-321
Persistent link: https://www.econbiz.de/10011974603
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Intervention and signaling : interaction between central banks and FX markets in an emerging market
Goyal, Ashima - In: The Singapore economic review : journal of the Economic … 62 (2017) 1, pp. 193-225
Persistent link: https://www.econbiz.de/10011702117
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Conditions for inclusive innovation with application to telecom and mobile banking
Goyal, Ashima - In: Innovation and development 7 (2017) 2, pp. 227-248
Persistent link: https://www.econbiz.de/10011734469
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Monetary spillovers and real exchange rate misalignments in emerging markets
Banerjee, Krittika; Goyal, Ashima - In: International Journal of Emerging Markets 17 (2020) 2, pp. 452-484
Purpose: After the adoption of unconventional monetary policies (UMPs) in advanced economies (AEs) there were many studies of monetary spillovers to asset prices in emerging market economies (EMEs) but the extent of contribution of EMEs and AEs, respectively, in real exchange rate (RER)...
Persistent link: https://www.econbiz.de/10012411930