Mean and volatility dynamics of Indian rupee/US dollar exchange rate series : an empirical investigation
Year of publication: |
2007
|
---|---|
Authors: | Kar, Rituparna ; Sarkar, Nityananda |
Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 13.2006, 1, p. 41-69
|
Subject: | Wechselkurs | Exchange rate | US-Dollar | US dollar | Strukturbruch | Structural break | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model | Indien | India |
-
Mean aversion in and persistence of shocks to the US dollar : evidence from nine foreign currencies
Azar, Samih Antoine, (2013)
-
The euro introduction and non-euro currencies
Dijk, Dick van, (2006)
-
Hillebrand, Eric, (2008)
- More ...
-
Kar, Rituparna, (2006)
-
Chowdhury, Kushal Banik, (2018)
-
Stock Returns Under Alternative Volatility and Distributional Assumptions: The Case for India
Mukhopadhyay, Debabrata, (2013)
- More ...