Thematische Bibliographien / Rupee/dollar exchange

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Auswahl der wissenschaftlichen Literatur zum Thema „Rupee/dollar exchange“

Autor: Grafiati

Veröffentlicht am 18. Mai 2024

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Zeitschriftenartikel zum Thema "Rupee/dollar exchange"

T., Lakshmanasamy. „Relationship Between Exchange Rate and Stock Market Volatilities in India“. International Journal of Finance Research 2, Nr. 4 (08.11.2021): 244–59. http://dx.doi.org/10.47747/ijfr.v2i4.443.

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With increasing globalisation and integration of national stock exchanges, for the global investor, the portfolio risk increases not only from the local stock market volatility but also in the exchange rate risk. This paper examines the exchange rate volatility effect on volatility in stock market return from India’s perspective for the period January 2010 to December 2015, applying ARCH and GARCH estimation. The daily data of the BSE SENSEX returns, exchange rates of US dollar/rupee, British pound/rupee, Euros/rupee are used. It is estimated that the Euro/rupee exchange rate volatility has a significant positive effect on the BSE SENSEX return volatility, while the effect of the US dollar/rupee and British pound/rupee exchange rate the volatilities are insignificantly negative. The larger GARCH parameter over the ARCH term indicates that the own lagged values of the stock return cause more volatility in stock returns than the innovations. There exists a highly persistent effect of shocks to the BSE SENSEX return and the volatility effect wanes only slowly

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Kukreja, Mansi. „IMPACT OF SINKING RUPEE ON INDIAS FOREIGN TRADE(THREATS TO EXCHANGE RATE FLUCTUATIONS)“. International Journal of Advanced Research 10, Nr. 08 (31.08.2022): 883–90. http://dx.doi.org/10.21474/ijar01/15247.

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This study investigates the impact of rupee-dollar variations on the Indian economy. The economic conditions brought about by the rupees decline against the dollar demonstrate that there has been a significant detrimental impact of this price fluctuation on several industries. Any countrys export competitiveness and the value of its local currencies in terms of other currencies have a complex relationship. If the exported goods rely heavily on imported resources, this relationship will become more complicated. The Indian rupee has lost value numerous times during the past year, reaching a high of 80.064 to the dollar in July 2022. The Indian economy, which already had a significant budget and current account imbalance, was negatively impacted by exchange rate pressure. The Indian government made numerous difficult decisions to follow it again on the path. This essay discusses several difficulties brought on by these fluctuations as well as actions taken by the government and central bank to make them effective.

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Rizvi, Bilal Hasan, und Amit Kumar Sinha. „IMPACT OF FED RATE ON US DOLLAR - INDIAN RUPEE EXCHANGE RATE“. INTERNATIONAL JOURNAL OF ADVANCED RESEARCH IN COMMERCE, MANAGEMENT & SOCIAL SCIENCE 07, Nr. 02(II) (10.05.2024): 01–6. http://dx.doi.org/10.62823/7.2(ii).6508.

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Through this study, we attempt to understand the dynamics of Indian Rupee fluctuations against US Dollar that have been caused by the fluctuations in the Fed Rate. We tried to understand how the Fed Rate influence the Indian rupee - US Dollar exchange rate movements. After research work done via secondary method, we have observed that factors like differential interest rate, differential inflation rate, differential money supply in both the markets, differential output growth rate of both the countries, among others, are important factors which impact the fluctuation in the fed rate that accounts for approximately 91% variance of the Dollar-Rupee exchange rates and explain the exchange rate dynamics to a large extent. A few factors that were earlier considered to be important are not as significant as expected.

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Bhat, Aparna Prasad. „The economic determinants of the implied volatility function for currency options“. International Journal of Emerging Markets 13, Nr. 6 (29.11.2018): 1798–819. http://dx.doi.org/10.1108/ijoem-08-2017-0308.

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Purpose The purpose of this paper is to ascertain the pattern of the implied volatility function for currency options traded on the National Stock Exchange of India (NSE), identify its potential determinants and to investigate any seasonality in the pattern. Design/methodology/approach The paper examines four different specifications for the implied volatility smile of exchange-traded dollar-rupee options. These specifications are tested by running Ordinary Least Squares (OLS) regressions on a daily basis for all options over the entire sample period. Seven potential determinants for the shape of the volatility function are identified. Contemporaneous and lead-lag relationships between these determinants and the shape of the volatility function are examined using OLS and multivariate VAR. Impulse response functions are employed to test the strength and persistence of the lead-lag relations. Seasonality of the smile pattern is tested using OLS. Findings The study shows that the implied volatility function for dollar-rupee options is asymmetric and varies with the time to maturity of the option. Historical volatility, momentum and jumps in the exchange rate, time to maturity, traded volume of options and volatility in the stock market appear to Granger-cause the shape of the volatility smile. Feedback causality is observed from the shape of the smile to the volatility, momentum and jumps in the exchange rate and trading volume of currency options. A weak day-of-the-week effect is observed in the pattern of the volatility smile. Practical implications The study sheds light on the potential determinants of the smile and highlights the predictive power of the smile which findings can be useful to market practitioners for pricing and hedging of dollar-rupee options. The study has strong practical implications during a period of increased volatility in the dollar-rupee pair. Originality/value Most of the existing literature regarding implied volatility smiles has focused either on the volatility smile of US equity index options or that of major liquid currencies. There is a need for such studies in the context of options on emerging market currencies such as the Indian rupee which are characterized by thin trading and frequent central bank intervention and signaling. To the best of the author’s knowledge this study is the first to focus on the volatility smile of exchange-traded options on the US dollar–Indian rupee.

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Bhanja, Niyati, Arif Dar und Aviral Tiwari. „Exchange rate and monetary fundamentals: Long run relationship revisited“. Panoeconomicus 62, Nr. 1 (2015): 33–54. http://dx.doi.org/10.2298/pan1501033b.

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This study re-examines the long run validity of the monetary approach to exchange rate determination for India. In particular, the long run association of bilateral nominal exchange rate of Indian rupee vis-?-vis USD, Pound-sterling, Yen and Euro against the corresponding monetary fundamentals that the model underlines has been tested using Johansen-Juselius maximum likelihood framework and Gregory-Hansen co-integration approach. Irrespective of the exchange rates the study finds a co-integrating relationship among the variables using Johansen-Juselius maximum likelihood approach. The Gregory-Hansen co-integration method allows for one break determined endogenously in three specifications also confirms the long run relationship. Our results, hence, suggest that the monetary model is a valid theory of long run equilibrium condition for the rupee-dollar, rupee-pound, rupee-yen and rupee-euro exchange rates.

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Haider Ali Shah Bukhari, Syed Adnan, Muhammad Shahbaz Akmal und Mohammad Sabihuddin Butt. „Impact of Exchange Market Forces on Pak-Rupee Exchange Rates during Globalization Period: An Empirical Analysis“. LAHORE JOURNAL OF ECONOMICS 11, Nr. 1 (01.01.2006): 121–39. http://dx.doi.org/10.35536/lje.2006.v11.i1.a7.

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This paper analyzes the impact of exchange market forces on Pak-Rupee/US dollar exchange rates during the 1965-1971 globalization period. The main findings are that a) the behavior of Pakistan’s fundamentals relative to those of the USA help to explain exchange market forces against the Pak-Rupee; b) during the run up to devaluation in the globalization period the monetary authorities in Pakistan were acting to reduce domestic credit; but that c) additional pressure was brought against the Pak-Rupee from speculative sources. These findings relate to current thinking on the choice of the exchange rate regime as even well behaved fundamentals may not be sufficient to sustain a currency on its peg.

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Bhatti, Razzaque H. „Determining Pak Rupee Exchange Rates vis-à-vis Six Currencies of the Industrial World: Some Evidence Based on the Traditional Flow Model“. Pakistan Development Review 40, Nr. 4II (01.12.2001): 885–97. http://dx.doi.org/10.30541/v40i4iipp.885-897.

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Pak-rupee exchange rates vis-à-vis many currencies of the industrial world have weakened continuously and persistently since Pakistan abandoned fixed exchange rates in April 1982. This proposition is strongly supported by descriptive test statistics, as shown in Table 1, such as mean, standard deviation and coefficient of variation of six Pak rupee exchange rates—against the U.S. dollar, British pound, German mark, Japanese yen, Swiss franc and French franc—over the period 1982q1-2000q4. Based on these descriptive statistics, it is evident that Pak rupee has depreciated persistently against all currencies of the industrial countries in question over the period under investigation; for example, it has depreciated by 324.05 percent against the British pound, 406.360 percent against the U.S. dollar, 344.53 percent against the French franc, 498.48 percent against the Swiss franc, 477.78 percent against the German mark and 986.25 percent against the Japanese yen since April 1982. As evidenced by coefficient of variation, Pak rupee has weakened enormously against all currencies of the industrial world, while it has weakened relatively more alarmingly against the Japanese yen, Swiss franc and German mark.

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Adhikari, Deepak. „Impact of Exchange Rate on Trade Deficit and Foreign Exchange Reserve in Nepal: An Empirical Analysis“. NRB Economic Review 30, Nr. 1 (11.05.2018): 35–48. http://dx.doi.org/10.3126/nrber.v30i1.52299.

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The objective of the study is to examine the impact of exchange rate on trade deficit and foreign exchange reserve in Nepal. The hypotheses of the study are: (a) there is no significant positive association between nominal exchange rate and foreign exchange reserve and (b) there is no significant relationship between nominal exchange rate of Nepalese rupee with US dollar and trade deficit. As empirical analysis shows that one percentage point depreciation of the Nepalese rupee (NPR) with respect to US dollar results in an (a) increase in reserve by 0.82 percentage points and (b) decline in trade deficit by 0.75 percentage points, the null hypotheses are rejected, thus suggesting that maintaining NPR undervalued with US dollar can improve trade deficit and increase foreign exchange reserves. However, because of pegging with Indian currency, NPR sometimes appreciates in line with Indian currency. This situation could be counterproductive for improving trade deficit and increasing foreign exchange reserve of Nepal. In conclusion, considering the external sector stability as one of the major policy objectives, exchange rate policy can be fine-tuned to correct the trade deficit and maintain adequate foreign exchange reserve to sustain imports and service external debt.

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Sugirtha, R., und Dr M. Babu. „CO- Integration Approach Study of Crude Oil Prices and USD/ INR“. Restaurant Business 118, Nr. 6 (15.06.2019): 140–44. http://dx.doi.org/10.26643/rb.v118i6.8004.

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The crude oil price and US dollar/INR influence the value of Indian rupee as well as values of currencies of other countries . Over the past decades, oil price and US dollar dominate the overall global markets. The crude oil price and US dollars instability bond with the economic growth and welfare of a country. Hence the study examined the volatility of crude oil price and US dollar in the Indian commodity market, during the study period from 2009 to 2018. US dollar price were collected from the Reserve Bank of India (RBI) and crude oil price were collected from Multi Commodity Exchange (MCX). To check the volatility, the following statistical tools namely descriptive statistic, ADF and GARCH (1,1) model were used. Based on the result, crude price recorded low volatility compared to U.S dollar price during the study period.

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Quang My, Nguyen, und Mustafa Sayim. „The Impact of Economic Factors on the Foreign Exchange Rates between USA and Four Big Emerging Countries: China, India, Brazil and Mexico“. International Finance and Banking 3, Nr. 1 (28.03.2016): 11. http://dx.doi.org/10.5296/ifb.v3i1.9108.

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This study examines the impact of macro-economic factors on the foreign exchange rates between USA and four big emerging countries: India, Mexico, Brazil and China for the period of 2005 to 2014. This study uses Enter and Stepwise multiple regression methods to investigate the impact of market fundamental on the exchange rates. The empirical findings reveal that the macro-economic factors significantly predict and influence the exchange rates between USD/CNY (US dollar/Chinese yuan), USD/INR (US dollar/Indian rupee), USD/BRL (US dollar/ Brazilian real), and USD/MNX (US dollar/Mexican pesos). It is crucial to emphasize that the macroeconomic policies have to be implemented in order to stabilize and reduce the exchange rates volatilities.

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Mehr Quellen

Dissertationen zum Thema "Rupee/dollar exchange"

Maitra, Biswajit. „Excess variability of rupee/dollar exchange rate : an econometric and time series analysis (1975-2003)“. Thesis, University of North Bengal, 2008. http://hdl.handle.net/123456789/1274.

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Sikdar, Suman. „Rupee-Dollar exchange rate volatility and uncovered interest rate parity doctrine- A time -series econometric study with beveridge Nelson decomposition“. Thesis, University of North Bengal, 2017. http://ir.nbu.ac.in/handle/123456789/2803.

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Bücher zum Thema "Rupee/dollar exchange"

Hwan, Yoo Tae, Choi Yoon Jung und Taeoe Kyŏngje Chŏngchʻaek Yŏnʾguwŏn (Korea), Hrsg. Exchange rate system in India: Recent reforms, central bank policies and fundamental determinants of the rupee-dollar rates. Seoul, Korea: Korea Institute for International Economic Policy, 2005.

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Buchteile zum Thema "Rupee/dollar exchange"

Sen, Saurabh, und Ruchi L. Sen. „An Empirical Analysis of FII Movement and Currency Value in India“. In Strategic Infrastructure Development for Economic Growth and Social Change, 207–17. IGI Global, 2015. http://dx.doi.org/10.4018/978-1-4666-7470-7.ch014.

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India opened its stock market to foreign investors in September 1992 and has received portfolio investment from foreigners in the form of foreign institutional investment in equities and other markets including derivatives. It has emerged as one of the most influential groups to play a critical role in the overall performance of the Indian economy. The liberalization of FII flows into the Indian capital market since 1993 has had a significant impact on the economy. With increased volatility in exchange rate and to mitigate the risk arising out of excess volatility, currency futures were introduced in India in 2008, which is considered a second important structural change. This chapter examines the impact of the Foreign Institutional Investors (FIIs) on the exchange rate and analyzes the relationship between FII and Indian Rupee-US Dollar exchange rates.

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Konferenzberichte zum Thema "Rupee/dollar exchange"

Embrechts, Mark J., Christopher J. Gatti, Jonathan Linton, Thiemo Gruber und Bernhard Sick. „Forecasting exchange rates with ensemble neural networks and ensemble K-PLS: A case study for the US Dollar per Indian Rupee“. In 2012 International Joint Conference on Neural Networks (IJCNN 2012 - Brisbane). IEEE, 2012. http://dx.doi.org/10.1109/ijcnn.2012.6252739.

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