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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

Regime switching, exchange rate volatility and intervention in BRICS currency markets

Das, Suman; Roy, Saikat Sinha - 2020

Persistent link: https://www.econbiz.de/10013361933

Central bank intervention and the volatility of foreign exchange rates : evidence from options market

Bonser-Neal, Catherine; Tanner, Glenn - 1995

Persistent link: https://www.econbiz.de/10000910149

Foreign exchange interventions in Brazil and their impact on volatility : a quantile regression approach

Viola, Alessandra Pasqualina; Klotzle, Marcelo Cabus; … - In: Research in international business and finance 47 (2019), pp. 251-263

Persistent link: https://www.econbiz.de/10012135731

Central bank intervention in USD/INR market : estimating its reaction function and impact on volatility

Trivedi, Smita Roy; Apte, Prakash Gajanan - In: Asia-Pacific financial markets 23 (2016) 3, pp. 263-279

Persistent link: https://www.econbiz.de/10011619931

Monetary policy response on exchange rate volatility in Indonesia

Syarifuddin, Ferry; Achsani, Noer Azam; Hakim, Dedi Budiman - In: Journal of contemporary economic and business issues 1 (2014) 2, pp. 35-54

intervention to stabilize the exchange rate. In this study, USD/IDR volatility is investigated using TGARCH approach. The result … reveals that, USD/IDR volatility in Indonesia is obviously persistent. This study also presents the outcomes of effectiveness …

Persistent link: https://www.econbiz.de/10011533477

Exchange rate volatility estimation using GARCH models, with special reference to Indian rupee against world currencies

Murari, Krishna - In: The IUP journal of applied finance : IJAF 21 (2015) 1, pp. 22-37

Persistent link: https://www.econbiz.de/10011300786

Volatility spillover between the RBI's intervention and exchange rate

Mondal, Linkon - In: International economics and economic policy : IEEP 11 (2014) 4, pp. 549-560

Persistent link: https://www.econbiz.de/10010459842

Long memory volatility, central bank intervention and uncovered interest rate parity in the 1920s exchange markets

Baillie, Richard; Han, Young Wook - In: The Korean economic review 35 (2019) 1, pp. 183-203

Persistent link: https://www.econbiz.de/10012217148

Bank of Japan interventions and the volatility of the dollar/yen exchange rate

Chortareas, Georgios E.; Jiang, Ying - In: Credit and capital markets : Kredit und Kapital 50 (2017) 1, pp. 25-36

Persistent link: https://www.econbiz.de/10011944017

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