Shastri, Shruti; Shastri, Swati - In: Journal of Financial Economic Policy 8 (2016) 4, pp. 443-457
Purpose The purpose of the paper is to examine the linkages between exchange rate and interest rate in India using quarterly data from Q1 of 1996 to Q4 of 2014. Design/methodology/approach Stationarity properties of data are checked using the Augmented Dickey–Fuller (ADF), Dickey–Fuller test...