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Structural Breaks and Behaviour of Foreign Exchange Market Vis-a-Vis Other Financial Markets : A Study W.R.T India and Singapore
Chakraborty, Sandip - 2012
This paper attempts to identify structural breaks and estimate volatilities of logarithmic returns of Indian Rupee (INR) and Singapore Dollar (SGD) measured with respect to USD, controlling for simultaneous temporal dependencies among various alternative asset classes. Combining a methodology to...
Persistent link: https://www.econbiz.de/10013107427
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The Spot-Forward Exchange Rate Relation in Indian Foreign Exchange Market – An Analysis
Nath, Golaka C. - 2013
Forward exchange rate bias explanation generally falls into two categories – assumption of rational expectation resulting in a risk premium and expectation errors which is systematic. The paper tests the bias in the Indian forward exchange markets using one-month and three month forward...
Persistent link: https://www.econbiz.de/10013074757
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An Investigation of Price Discovery and Volatility Spillovers in India's Foreign Exchange Market
Sehgal, Sanjay - 2014
In a period of strong upheavals in India's foreign exchange market, the present study investigates the price discovery … platforms in India. The price discovery results confirm the long-run equilibrium relationship between spot and futures prices of … in the long-run. Based on the results, it can be concluded that in India's foreign exchange market, it is the futures …
Persistent link: https://www.econbiz.de/10013056400
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A Critical Evaluation of Volatility in Indian Currency Market
Singh, Saurabh - 2016
currency futures has not been successful in reducing the volatility of the foreign exchange market in India …
Persistent link: https://www.econbiz.de/10012990027
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Return linkages and volatility spillover effect between stock markets and currency markets : Evidence from India
Sharma, Gagan Deep; Mishra, Namish - In: Review of market integration 7 (2015) 3, pp. 175-197
Persistent link: https://www.econbiz.de/10012625051
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Relationship between exchange rate and stock market volatility in India : an empirical analysis
Charithra C. M.; Vikas, Bhavya; Sharma, Mukund - In: Finance India : the quarterly journal of Indian … 35 (2021) 4, pp. 1103-1111
Persistent link: https://www.econbiz.de/10013257900
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Cointegration Analysis of Selected Currency Pairs Traded in Indian Foreign Exchange Market
Sadhwani, Rajesh - 2020
are taken into consideration. Data are collected from website of Reserve Bank of India. The stationarity of time series is …
Persistent link: https://www.econbiz.de/10012830768
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An impact of bank rate and inflation rate on volatility of foreign exchange rate in India
Salehbhai, Fatemabibi Abubaker; Jariwala, Purnima … - In: International journal of public sector performance … 8 (2021) 1/2, pp. 54-66
Persistent link: https://www.econbiz.de/10012696728
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Exchange rate return and volatility spillover across major trading partners of India
Mishra, Bibhuti Ranjan; Pradhan, Ashis Kumar; Tiwari, … - In: Journal of Asia Pacific business 21 (2020) 2, pp. 80-101
Persistent link: https://www.econbiz.de/10012258208
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Impact of central bank intervention in the foreign exchange market : evidence from India using an event study approach
Trivedi, Smita Roy; Srinivasan, Bobby - In: Economic papers : a journal of applied economics and policy 35 (2016) 4, pp. 389-402
Persistent link: https://www.econbiz.de/10011718842