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...
The construction cost (material and labour costs) equalled Indian Rupee (INR) 50,300 (1 USD = 42.5 INR) and operation and maintenance cost is INR ... S Godfrey,P Labhasetwar,S Wate - 《Resources Conservation & Recycling》 被引量: 105发表: 2009年 Modeling exchange rate dynamics in Indi...
However, it measures overall market sentiment through a set of stocks that are representative of the market and provides investors information regarding the average share price in the market. The indices of BSE and NSE reflect the overall market sentiments, that is both SENSEX and NIFTY have ...
The aim of this paper is to investigate the impact of Brent Crude Prices on the exchange rate with reference to INR/USD and INR/EURO. The Generalized Autoregressive Conditional Heteroscedasticity (GARCH) test is performed to model the volatility of exchange rates and DCC-GARCH is used to model...
The influence of demonetization was also visible in the Indian rupee exchange rate against the US dollar because of the co interaction and internationalization of the Indian markets with other foreign markets and economy. The Role played by Random Walk Theory and Efficient market Hypothesis has also...