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Official intervention and exchange rate determination : evidence from India

Rishad, Abdul; Gupta, Sanjeev; Sharma, Akhil - In: Global journal of emerging market economies 13 (2021) 3, pp. 357-379

Persistent link: https://www.econbiz.de/10012623987

Dynamics of volatility spillovers with structural breaks in Indian foreign exchange market

Kashyap, Suresh; Kashyap, Sachin - In: International journal of business innovation and … 22 (2020) 4, pp. 488-505

Persistent link: https://www.econbiz.de/10012270943

Volatility spillover in the foreign exchange market : the Indian experience

Ghosh, Saurabh - In: Macroeconomics and finance in emerging market economies 7 (2014) 1, pp. 175-194

Persistent link: https://www.econbiz.de/10010339176

Testing for long memory in volatility in the Indian Forex market

Kumar, Anoop S. - In: Economic annals 59 (2014) 203, pp. 75-90

Persistent link: https://www.econbiz.de/10010510863

Analysis of Volatility Spill Over between Oil Price and Exchange Rate in India : GARCH Approach

Mishra, Shekhar - 2017

The present paper endeavours to analyse the volatility spill over between crude oil price and exchange rate for India … oil price shocks have similar effects, in terms of magnitude, on exchange rate volatility and also have permanent effect … on exchange rate volatility …

Persistent link: https://www.econbiz.de/10012966529

Exchange rate volatility and India-U.S. export at commodity level : evidence from an autoregressive distributed lag approach

Gupta, Mohini; Varshney, Sakshi - In: Iranian economic review : journal of University of Tehran 26 (2022) 4, pp. 853-875

Persistent link: https://www.econbiz.de/10013531083

A study of volatility spillover across select foreign exchange rates in India using dynamic conditional correlations

Patnaik, Anuradha - In: Journal of quantitative economics : official journal of … 11 (2013) 1/2, pp. 28-47

Persistent link: https://www.econbiz.de/10010338354

Foreign exchange market intervention and exchange rate volatility : a bivariate GARCH model for India

Mondal, Linkon - In: The IUP journal of bank management : IJBM 11 (2012) 4, pp. 29-40

Persistent link: https://www.econbiz.de/10009683329

Asymmetric cross-market volatility spillovers : evidence from Indian equity and foreign exchange markets

Panda, Pradiptarathi; Deo, Malabika - In: Decision 41 (2014) 3, pp. 261-270

Persistent link: https://www.econbiz.de/10010412792

Nonlinear dependence and conditional volatility in the Indian Rupee exchange rate

Chakraborty, Madhumita - In: The IUP journal of applied economics 14 (2015) 4, pp. 7-26

Persistent link: https://www.econbiz.de/10011444156