This article examines interlinkages between four major exchange rates, namely, USD–INR, EUR–INR, GBP–INR and JPY–INR in terms of returns and volatility spillovers using a vector autoregressive-multivariate GARCH–BEKK framework. In addition, we analyse the impact of RBI intervention on the ret...
美元/印度卢比汇率走势分析:在 RBI MPC 会议纪要后收复部分失地 尽管美元(USD)下跌,但印度卢比(INR)周五小幅走低。美联储 (Fed) 1 月会议纪要以及弱于预期的债券拍卖推高了美国国债收益率并打压 尽管美元(USD)下跌,但印度卢比(INR)周五小幅走低。美联储 (Fed) 1 月会议纪要以及弱于预期的债券拍卖推高了美国...