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Foreign Portfolio Investment in India and Plausible Exchange Rate and Interest Rate Regimes : Policy Options Open to the RBI

Lahiri, Hiranya - 2014

In order to protect the export and the import-competing sector of the economy, RBI often intervenes in the foreign-exchange market. Also, through daily operation of Liquidity Adjustment Facility (LAF), RBI regulates the interest rate. In this theoretical paper, I access the impact of...

Persistent link: https://www.econbiz.de/10013065965

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

Early Warning Signals for Currency Crisis in India

Modekurti, Kameshwar Rao V.S. - 2017

India. The Signals approach of Kaminsky, Lizondo, and Reinhart (KLR) 1998 is used to identify the lead indicators, and … and India), Money Market Pressure Index, and Forex Reserves emerge as robust lead indicators (in ascending order of noise … vitiate the signal approach. There is no study on India using KLR, 1998, Signals Approach for an early warning system on …

Persistent link: https://www.econbiz.de/10012959951

Asymmetric and Symmetric Volatility Models for Exchange Rates in India – The Impact of the Net Purchase of US Dollars by the Central Bank and Net Inflows by Foreign Institutional I...

Shah, Anand - 2017

In this study we model the monthly and the daily US, Euro Zone, UK and Australian exchange rates in India using the …

Persistent link: https://www.econbiz.de/10012962908

A Study of Relationship Between Exchange Rate Volatility and Banking Indices (BANEX) – An Indian Perspective

Sinha, Dr. Amit Kumar - 2018

There has been an extensive debate on measuring the sensitivity of returns of stocks. Particularly some Internal and External conditions are involved in measuring the sensitivity of returns of stocks like; industrial Production, money Supply ,Foreign exchange Rate, Interest rate, gold prices, GDP...

Persistent link: https://www.econbiz.de/10012907895

The Dynamic Long Run and Short Run Linkages between Exchange Rates and BSE Sensex Return

Arwade, Vaibhav S - 2019

The present study explored the dynamic effects of Exchange rates on BSE Sensex return over a period of April 2002 to March 2017. The study analyzes the long run relationship between exchange rates and BSE Sensex return, and examine short run effect of exchange rates on BSE Sensex return. The...

Persistent link: https://www.econbiz.de/10012895842

Exchange Rate Transmission into Industry-Level Export Prices : A Tale of Two Policy Regimes in India

Mallick, Sushanta - 2008

In the 1990s, India initiated extensive policy reforms that included the adoption of a flexible exchange rate regime …

Persistent link: https://www.econbiz.de/10012770854

Exchange Rate Pass-Through in South Asian Countries

Sengupta, Darpajit - 2020

Asian Countries (Bangladesh, India, Iran, Pakistan, Srilanka). Using profit maximizing approach of firms, in lines of …

Persistent link: https://www.econbiz.de/10012825133

Relationship between Exchange Rate and Stock Price in India : An Empirical Study

Singh, Gurmeet - 2016

The study investigates the relationships between exchange rate and stock price over the period January 2007 to March 2014. Index National Stock Exchange, namely, NIFTY is used as indicator of stock price. Johansen's co-integration and Granger causality test have been applied to explore the...

Persistent link: https://www.econbiz.de/10013003143

Monetary, Real Shocks and Exchange Rate Variations in India

Maitra, Biswajit - 2016

quarterly time series of the rupee/US dollar exchange rate, the narrow money M1, the broad money M3 and output in India under …

Persistent link: https://www.econbiz.de/10012993878