-
1
The Macrodynamics of Indian Rupee Swap Yields
Published 2024-03-01“…This paper econometrically models the dynamics of Indian rupee (INR) swap yields based on key macroeconomic factors using the autoregressive distributive lag (ARDL) approach. …”
Get full text
Article -
2
Nexus between foreign exchange rate and stock market: evidence from India
Published 2023-07-01“…These exchange rates are US Dollar-Indian Rupee (USD/INR), Euro-Indian Rupee (EUR/INR), Great Britain Pound-Indian Rupee (GBP/INR), Chinese Yuan-Indian Rupee (CNY/INR) and Japanese Yen-Indian Rupee (JPY/INR), which are used as a regressor in this study. …”
Get full text
Article -
3
Crude oil futures to manage the price risk of natural rubber: Empirical evidence from India
Published 2021-10-01“…Our results showed that there is a short-term relationship between the crude oil futures price, the exchange rates of the US dollar to the Indian rupee, the Malaysian ringgit to the Indian rupee and the Thai baht to the Indian rupee; and the natural rubber price in India. …”
Get full text
Article -
4
Determining the Foreign Currencies Affecting the Bitcoin.
Published 2023-07-01“…Different from findings in existing literature, our study shows that there are no Granger causalities between Bitcoin and Euro, Japanese yen, British pound, and Indian rupee. A Granger causality is found in the direction from the Chinese yuan to Bitcoin.…”
Get full text
Article -
5
Bitcoin and Fiat Currency Interactions: Surprising Results from Asian Giants
Published 2021-06-01“…Results show that Bitcoin has a causal nexus with Chinese yuan and Indian rupee for price and various return components. …”
Get full text
Article -
6
Original Sin, Currency Depreciation and External Debt Burden: Evidence from India
Published 2020-04-01“… Indian Rupee has depreciated around 50 percent against the US Dollar for the last two decades. …”
Get full text
Article -
7
Original Sin, Currency Depreciation and External Debt Burden: Evidence from India
Published 2020-04-01“… Indian Rupee has depreciated around 50 percent against the US Dollar for the last two decades. …”
Get full text
Article -
8
Original Sin, Currency Depreciation and External Debt Burden: Evidence from India
Published 2020-04-01“… Indian Rupee has depreciated around 50 percent against the US Dollar for the last two decades. …”
Get full text
Article -
9
ANALYSIS OF MACROECONOMIC DETERMINANTS OF EXCHANGE RATE VOLATILITY IN INDIA
Published 2013-01-01“…It is imperative by the excessive volatility of Indian Rupee causing its depreciation against major dominating currencies in international market. …”
Get full text
Article -
10
Analysis of Macroeconomic Determinants of Exchange Rate Volatility in India
Published 2012-12-01“…It is imperative by the excessive volatility of Indian Rupee causing its depreciation against major dominating currencies in international market. …”
Get full text
Article -
11
Analysis of Macroeconomic Determinants of Exchange Rate Volatility in India
Published 2013-03-01“…It is imperative by the excessive volatility of Indian Rupee causing its depreciation against major dominating currencies in international market. …”
Get full text
Article -
12
Analysis of Macroeconomic Determinants of Exchange Rate Volatility in India
Published 2012-12-01“…It is imperative by the excessive volatility of Indian Rupee causing its depreciation against major dominating currencies in international market. …”
Get full text
Article -
13
Analysis of Macroeconomic Determinants of Exchange Rate Volatility in India
Published 2012-12-01“…It is imperative by the excessive volatility of Indian Rupee causing its depreciation against major dominating currencies in international market. …”
Get full text
Article -
14
Modelling the Dependence Structure of MUR/USD and MUR/INR Exchange Rates using Copula
Published 2012-03-01“…American Dollar (USD) and Indian Rupee (INR) play an important role in Mauritian economy. …”
Get full text
Article -
15
Modelling the Dependence Structure of MUR/USD and MUR/INR Exchange Rates using Copula
Published 2012-01-01“…American Dollar (USD) and Indian Rupee (INR) play an important role in Mauritian economy. …”
Get full text
Article -
16
Modelling the Dependence Structure of MUR/USD and MUR/INR Exchange Rates using Copula
Published 2011-12-01“… American Dollar (USD) and Indian Rupee (INR) play an important role in Mauritian economy. …”
Get full text
Article -
17
Modelling the Dependence Structure of MUR/USD and MUR/INR Exchange Rates using Copula
Published 2011-12-01“… American Dollar (USD) and Indian Rupee (INR) play an important role in Mauritian economy. …”
Get full text
Article -
18
Modelling the Dependence Structure of MUR/USD and MUR/INR Exchange Rates using Copula
Published 2011-12-01“… American Dollar (USD) and Indian Rupee (INR) play an important role in Mauritian economy. …”
Get full text
Article -
19
Testing for long memory in volatility in the Indian Forex market
Published 2014-01-01“…This article attempts to verify the presence of long memory in volatility in the Indian foreign exchange market using daily bilateral returns of the Indian Rupee against the US dollar from 17/02/1994 to 08/11/2013. …”
Get full text
Article -
20
Assessing the Asymmetric Effect of Local Realized Exchange Rate Volatility and Implied Volatilities in Energy Market on Exchange Rate Returns in BRICS
Published 2023-03-01“…When it comes to the Indian rupee and Chinese RMB returns/Dollar, the adverse effects of OVX are most apparent in both normal and booming market conditions. …”
Get full text
Article