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Dynamic correlations and volatility spillovers between stock price and exchange rate in BRIICS economies : evidence from the COVID-19 outbreak period

Rai, Karan; Garg, Bhavesh - In: Applied economics letters 29 (2022) 8, pp. 738-745

Persistent link: https://www.econbiz.de/10013171046

Effectiveness of monetary and fiscal policy in mitigating pandemic-induced macroeconomic impacts : evidence from large net oil importers of Asia

Garg, Bhavesh - 2023

Persistent link: https://www.econbiz.de/10014451227

Testing deviations from PPP and UIP : evidence from BRICS economies

Prabheesh, K. P.; Garg, Bhavesh - In: Studies in Economics and Finance (2020)

Purpose: This paper aims to investigate the interrelations between purchasing power parity (PPP) and uncovered interest parity (UIP) in BRICS economies, namely, Brazil, Russia, India, China and South Africa, by checking the validity of the capital-enhanced equilibrium exchange rate (CHEER)...

Persistent link: https://www.econbiz.de/10012279975

The nexus between the exchange rates and interest rates : evidence from BRIICS economies during the COVID-19 pandemic

Garg, Bhavesh; Prabheesh, K.P. - In: Studies in Economics and Finance 38 (2021) 2, pp. 469-486

Purpose: This paper aims to investigate whether the interest rate differentials Granger cause expected change in the exchange rate during the COVID-19 period. The study examines if the investors in the international assets and exchange rate markets take advantages of the relevant information...

Persistent link: https://www.econbiz.de/10012541955