Narrow search
Showing 1 - 7 of 7
Cover Image
Modelling exchange rate returns using non-linear models
Kumar, Manish - In: Margin: the journal of applied economic research 4 (2010) 1, pp. 101-125
Persistent link: https://www.econbiz.de/10008991706
Cover Image
A time-varying parameter vector autoregression model for forecasting emerging market exchange rates
Kumar, Manish - In: International journal of economic sciences and applied … 3 (2010) 2, pp. 21-39
In this study, a vector autoregression (VAR) model with time-varying parameters (TVP) to predict the daily Indian rupee (INR)/US dollar (USD) exchange rates for the Indian economy is developed. The method is based on characterization of the TVP as an optimal control problem. The methodology is a...
Persistent link: https://www.econbiz.de/10009010936
Cover Image
An approximate entropy approach to examine the non-linear dependence in daily Indian exchange rates
Kumar, Manish - In: International journal of monetary economics and finance 4 (2011) 3, pp. 309-325
Persistent link: https://www.econbiz.de/10009376172
Cover Image
Returns and volatility spillover between stock prices and exchange rates : empirical evidence from IBSA countries
Kumar, Manish - In: International journal of emerging markets 8 (2013) 2, pp. 108-128
Persistent link: https://www.econbiz.de/10009739545
Cover Image
Return and volatility spillovers : evidence from Indian exchange rates
Kumar, Manish - In: International journal of economics and business research 3 (2011) 4, pp. 371-387
Persistent link: https://www.econbiz.de/10009348242
Cover Image
A Time-Varying Parameter Vector Autoregression Model for Forecasting Emerging Market Exchange Rates
Kumar, Manish - 2011
In this study, a vector autoregression (VAR) model with time-varying parameters (TVP) to predict the daily Indian rupee (INR)/US dollar (USD) exchange rates for the Indian economy is developed. The method is based on characterization of the TVP as an optimal control problem. The methodology is a...
Persistent link: https://www.econbiz.de/10013131111
Cover Image
Causal relationship between stock price and exchange rate : evidence for India
Perera, Manisha H. - In: International journal of economic policy in emerging … 3 (2010) 1, pp. 85-101
Persistent link: https://www.econbiz.de/10003967905