Mukhopadhyay, Chandan Kumar - 2018
The study is devoted to examining the ‘efficiency' of Indian foreign exchange (rupee/dollar) market and the relevance of Covered Interest Rate Arbitrage Parity (CIRAP) doctrine therein over the period January 3, 2011 through November 2, 2015. ARIMA (4, 1, 0) stochastic structure of monthly...