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Artykuły w czasopismach na temat "Rupee-Dollar exchange rate volatility"
T., Lakshmanasamy. "Relationship Between Exchange Rate and Stock Market Volatilities in India". International Journal of Finance Research 2, nr 4 (8.11.2021): 244–59. http://dx.doi.org/10.47747/ijfr.v2i4.443.
Pełny tekst źródłaBhat, 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.
Pełny tekst źródłaMohanty, Debasis, Amiya Kumar Mohapatra, Sasikanta Tripathy i Rahul Matta. "Nexus between foreign exchange rate and stock market: evidence from India". Investment Management and Financial Innovations 20, nr 3 (31.07.2023): 79–90. http://dx.doi.org/10.21511/imfi.20(3).2023.07.
Pełny tekst źródłaQabhobho, Thobekile. "Assessing the Asymmetric Effect of Local Realized Exchange Rate Volatility and Implied Volatilities in Energy Market on Exchange Rate Returns in BRICS". International Journal of Energy Economics and Policy 13, nr 2 (24.03.2023): 231–39. http://dx.doi.org/10.32479/ijeep.13685.
Pełny tekst źródłaKhan, Abdul Jalil, i Parvez Azim. "One-Step-Ahead Forecastability of GARCH (1,1): A Comparative Analysis of USD- and PKR-Based Exchange Rate Volatilities". LAHORE JOURNAL OF ECONOMICS 18, nr 1 (1.01.2013): 1–38. http://dx.doi.org/10.35536/lje.2013.v18.i1.a1.
Pełny tekst źródłaPatnaik, Anuradha. "International Transmission of Monetary Policy: The Usa to India". International Letters of Social and Humanistic Sciences 54 (czerwiec 2015): 53–62. http://dx.doi.org/10.18052/www.scipress.com/ilshs.54.53.
Pełny tekst źródłaSharma, Chandan, i Rajat Setia. "Macroeconomic fundamentals and dynamics of the Indian rupee-dollar exchange rate". Journal of Financial Economic Policy 7, nr 4 (2.11.2015): 301–26. http://dx.doi.org/10.1108/jfep-11-2014-0069.
Pełny tekst źródłaAravind M. "FX Volatility Impact on Indian Stock Market: An Empirical Investigation". Vision: The Journal of Business Perspective 21, nr 3 (10.07.2017): 284–94. http://dx.doi.org/10.1177/0972262917716760.
Pełny tekst źródłaShah, Mohammad Samal. "Analysing the Factors Behind Exchange Rate Fluctuations in India". International Journal for Research in Applied Science and Engineering Technology 12, nr 4 (30.04.2024): 969–92. http://dx.doi.org/10.22214/ijraset.2024.59951.
Pełny tekst źródłaAkhtar, Sohail, Maham Ramzan, Sajid Shah, Iftikhar Ahmad, Muhammad Imran Khan, Sadique Ahmad, Mohammed A. El-Affendi i Humera Qureshi. "Forecasting Exchange Rate of Pakistan Using Time Series Analysis". Mathematical Problems in Engineering 2022 (24.08.2022): 1–11. http://dx.doi.org/10.1155/2022/9108580.
Pełny tekst źródłaRozprawy doktorskie na temat "Rupee-Dollar exchange rate volatility"
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.
Pełny tekst źródłaTwahirwa, Eunice Ishimwe Mariella. "Internal Versus External Reasons for the Rand-Dollar Exchange Rate Volatility". University of the Western Cape, 2016. http://hdl.handle.net/11394/5738.
Pełny tekst źródłaIncreased exchange rate volatility is an impediment to the health of the economy of a country. Following the 1995 policy shift made by the South African Reserve Bank, from a fixed exchange rate regime to a free floating exchange rate regime; the rand/dollar exchange rate became volatile. The aim of the study was to investigate the forces that lead the exchange rate volatility. In more details, the study looked at the relationship between the rand/dollar exchange rate and its determinants. In terms of the methodology, a Structural Vector Autoregressive (SVAR) model was used to analyse the relationship between the rand/dollar exchange rate and its determinants. In the short run, the impulse response function results showed that there were no strong bidirectional relationships between the rand/dollar and its determinants between 1995 and 2014. The only significant relationship, in the short run, was found to be between the exchange rate and nominal variables. Another significant impact was that of the exchange rate on the 10-year bond spread. The long-run test results suggested that there is a unilateral relationship between the rand/dollar exchange rate and the 10-year bond spread. The long-run tests results indicated that the rand/dollar exchange rate is indeed an �equity� currency, and is mostly driven by changes in the financial variables.
Ojebiyi, Ademola, i Wilson David Olugbenga. "Exchange rate volatility : an analysis of the relationship between the Nigerian naira, oil prices, and US dollar". Thesis, Högskolan på Gotland, Institutionen för humaniora och samhällsvetenskap, 2011. http://urn.kb.se/resolve?urn=urn:nbn:se:hgo:diva-912.
Pełny tekst źródłaBen, Romdhane Hajri Aymen. "Fondamentaux macroéconomiques, flux d'ordre et dynamique du taux de change : cas de l'Euro-Dollar". Thesis, Aix-Marseille, 2018. http://www.theses.fr/2018AIXM0353.
Pełny tekst źródłaThis thesis is part of the guideline of works seeking to discuss / explain the determinants of exchange rates in a flexible regime context. In particular, it focuses on examining the behavior of the Euro-US dollar exchange rate by referring in particular to fundamentals and order flows, in connection with monetarist and microstructural approaches. Two aspects of exchange rate behavior are explored: its dynamics and volatility. For these purposes, this study places particular emphasis on the fact that the new concept of order flow is a reliable approximation of unobservable and / or unquantifiable macroeconomic fundamentals. The results show that the initial depreciation of the Euro against the US Dollar stems mainly from a strong monetary expansion in Europe and a massive capital outflow to the United States. Moreover, this study shows that the instabilities of the empirically detected monetary models are the result of an inappropriate specification of the determinants of the exchange rate and that the level of stability of the long-term relationship goes hand in hand with the degree of disaggregation of the flows. order. As for the study of the macroeconomic determinants of exchange rate volatility, this thesis revisits, on a theoretical level, the GARCH-MIDAS approach of Engle, GhysEls and Sohn (2006,2013). Then, on an empirical level, this study compared the estimates and forecasts provided by the two approaches (classical and reinforced), where it highlighted the superiority, in terms of forecast quality, of GARCH-MIDAS augmented by a random walk
Custódio, Raquel Inês Martins. "O impacto das notações soberanas na taxa de câmbio euro-dólar". Master's thesis, Instituto Superior de Economia e Gestão, 2013. http://hdl.handle.net/10400.5/11154.
Pełny tekst źródłaO objetivo do trabalho proposto é analisar o impacto das alterações de notação soberana atribuídas pelas agências de rating Moody's, Standard and Poors e Fitch na volatilidade do retorno das taxas de câmbio Euro-Dólar. A volatilidade foi definida através de especificações EGARCH e, com o intuito de adicionar uma ponderação a determinadas alterações de notação, foi construída uma variável específica - variável ponderada. Este estudo analisa o período que decorreu entre 1999:1 e 2013:5 e concluiu-se que os choques negativos têm um impacto superior face aos choques positivos, que o outlook tem um impacto superior em relação ao upgrade ou downgrade e a Standard and Poors é a agência que apresenta maior impacto na volatilidade do retorno da taxa de câmbio.
The main purpose of this study is to measure the impact of sovereign credit rating announcements from Moody's, Standard and Poors and Fitch on Euro-Dollar exchange rate return. The volatility was defined with EGARCH specifications and in order to add more weight to certainty sovereign rating changes, a specific variable was constructed. This study covers the period from 1999:1 until 2013:5 and we find that negative announcements have a bigger impact than the positive, outlook have bigger impact than upgrade or downgrade and, Standard and Poors is the agency with the highest impact on the exchange rate return.
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.
Pełny tekst źródłaGordon, Ross Patrick. "The effect of strike action on the value and volatility of the South African Rand". Thesis, Rhodes University, 2015. http://hdl.handle.net/10962/d1020018.
Pełny tekst źródłaFilippova, Daria. "Effect of foreign exchange interventions on volatility of dollar/yen exchange rate". Master's thesis, 2017. http://www.nusl.cz/ntk/nusl-357617.
Pełny tekst źródłaLiao, Chia-chen, i 廖家甄. "The Impact of Foreign Investment Opening Policy on Volatility of NT dollar Exchange Rate". Thesis, 1997. http://ndltd.ncl.edu.tw/handle/03197521011735950177.
Pełny tekst źródła國立中興大學
企業管理學系
85
The impact of foreign investment opening policy on the volatility of NTdollar excange rate has been seriously debated recently. This paper uesesintervention model to investigate how the opening policy will affect exchangerate of NT to $US,Pounds, Yen,Mark and H.K. dollar. The conclusion are as follows: 1.Foreign investment holding ratio has influence on Yen with 5-period lagged effect. 2.Different opening periods have different long-term and short-term effect on exchange rate. 3.Outliers do exist. 4.Foreign investment opening policy do not lead to more volatile foreign exchang rate.
Lee, Meng-che, i 李孟哲. "A RESEARCH ON THE INTERACTION BETWEEN US/ EURO DOLLAR EXCHANGE RATE VOLATILITY AND TAIWAN WEIGHTED STOCK INDEX VOLATILITY". Thesis, 2006. http://ndltd.ncl.edu.tw/handle/64551130426832559206.
Pełny tekst źródła南華大學
財務管理研究所
94
Previous researches have been mostly focus on analyzing the effect by single exchange rate. However, as the European Union emerged, Euro Dollars has become a significant currency of the world. The variation between the exchange rate of Euro Dollars and US Dallars more and more influences the international market and stock price every day. This research uses the direct rate of US Dollars to Euro Dollars and the weighted stock index in Taiwan from January 1st, 2002 to June 30th, 2005 to analyze the interaction between US/EURO Dollar exchange rate volatility and Taiwan weighted stock index volatility. The bivariate EGARCH models are employed to investigate the interaction between US/Euro Dollar exchange rate volatility and Taiwan weighted stock index volatility and the effect of stock returns and volatility spillovers as well. The results are as followed: The EGARCH mean equation shows that Taiwan s stock market return is positive and is affected by itself and earlier stage of the variation of the exchange rate between US Dollars to Euro Dollars. The variation of the exchange rate of US Dollars to Euro Dollars is positive affected by itself and Taiwan s stock market return at earlier stage. The EGARCH variance equation shows that the variation of the Taiwan s stock market return is positive which is affected by earlier stage the variation of the Taiwan s stock market return and earlier stage the variation of the exchange rate of US Dollars to Euro Dollar. The variation of the exchange rate of US Dollars to Euro Dollars is positive affected by itself and Taiwan s stock market return at earlier stage. Taiwan s stock market return and the variation of the exchange rate between US Dollars to Euro Dollar show a significant GARCH effect, and the volatility is affected by the variation of the stock price and the variation of the exchange rate at earlier stage.
Książki na temat "Rupee-Dollar exchange rate volatility"
Reinhart, Carmen M. What hurts most?: G-3 exchange rate or interest rate volatility. Cambridge, MA: National Bureau of Economic Research, 2001.
Znajdź pełny tekst źródłaHwan, Yoo Tae, Choi Yoon Jung i Taeoe Kyŏngje Chŏngchʻaek Yŏnʾguwŏn (Korea), red. 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.
Znajdź pełny tekst źródłaAndersen, Torben G. DM-dollar volatility: Intraday activity patterns, macroeconomic announcements, and longer run dependencies. Cambridge, MA: National Bureau of Economic Research, 1996.
Znajdź pełny tekst źródłaMaveé, Nasha, Axel Schimmelpfennig i Roberto Perrelli. Surprise, Surprise: What Drives the Rand / U. S. Dollar Exchange Rate Volatility? International Monetary Fund, 2016.
Znajdź pełny tekst źródłaMaveé, Nasha, Axel Schimmelpfennig i Roberto Perrelli. Surprise, Surprise: What Drives the Rand / U. S. Dollar Exchange Rate Volatility? International Monetary Fund, 2016.
Znajdź pełny tekst źródłaMaveé, Nasha, Axel Schimmelpfennig i Roberto Perrelli. Surprise, Surprise: What Drives the Rand / U. S. Dollar Exchange Rate Volatility? International Monetary Fund, 2016.
Znajdź pełny tekst źródłaBao, Yun, Carl Chiarella i Boda Kang. Particle Filters for Markov-Switching Stochastic Volatility Models. Redaktorzy Shu-Heng Chen, Mak Kaboudan i Ye-Rong Du. Oxford University Press, 2018. http://dx.doi.org/10.1093/oxfordhb/9780199844371.013.9.
Pełny tekst źródłaGooch, Thomas John. Volatility and predictability of exchange rates in an equilibrium model: A case study of the deutsche mark/U.S. dollar and the Canadian dollar/U.S. dollar. 1995.
Znajdź pełny tekst źródłaCzęści książek na temat "Rupee-Dollar exchange rate volatility"
Ndou, Eliphas, Nombulelo Gumata i Mthuli Ncube. "Does the Rand Per US Dollar Exchange Rate Volatility Impact on Net Asset Purchases by Non-residents?" W Global Economic Uncertainties and Exchange Rate Shocks, 359–81. Cham: Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-62280-4_19.
Pełny tekst źródłaSen, Saurabh, i Ruchi L. Sen. "An Empirical Analysis of FII Movement and Currency Value in India". W 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.
Pełny tekst źródłaAbutaleb, Ahmed, i Michael Papaioannou. "Malliavin Calculus for the Estimation of the U.S. Dollar/Euro Exchange Rate When the Volatility is Stochastic". W Global Information Technology and Competitive Financial Alliances, 71–101. IGI Global, 2006. http://dx.doi.org/10.4018/978-1-59140-881-9.ch005.
Pełny tekst źródłaAndersen, Torben G., Tim Bollerslev, Francis X. Diebold, i Paul Labys. "The Distribution of Realized Exchange Rate Volatility". W Stochastic Volatility, 451–79. Oxford University PressOxford, 2005. http://dx.doi.org/10.1093/oso/9780199257195.003.0016.
Pełny tekst źródłaDiebold, Francis X., i Marc Nerlove. "The Dynamics of Exchange Rate Volatility: A Multivariate Latent Factor Arch Model". W Stochastic Volatility, 130–55. Oxford University PressOxford, 2005. http://dx.doi.org/10.1093/oso/9780199257195.003.0006.
Pełny tekst źródłaMary Bello, Kehinde, David Oluseun Olayungbo i Benjamin Ayodele Folorunso. "Exchange Rate Volatility and Macroeconomic Performance in Nigeria". W Macroeconomic Analysis for Economic Growth. IntechOpen, 2022. http://dx.doi.org/10.5772/intechopen.100444.
Pełny tekst źródłaRivero, R., i G. David. "Modeling structural breakpoints in volatility of Philippine Peso-US Dollar currency exchange rate". W Empowering Science and Mathematics for Global Competitiveness, 413–17. CRC Press, 2019. http://dx.doi.org/10.1201/9780429461903-59.
Pełny tekst źródłaCornia, Giovanni Andrea. "Modelling the Open Economy, Devaluation, and the Exchange Rate in Developing Countries". W The Macroeconomics of Developing Countries, 277–306. Oxford University Press, 2020. http://dx.doi.org/10.1093/oso/9780198856672.003.0015.
Pełny tekst źródłaNdlovu, Thabani, i Delson Chikobvu. "Estimating Extreme Value at Risk Using Bayesian Markov Regime Switching GARCH-EVT Family Models". W Cryptocurrencies - Financial Technologies of the Future [Working Title]. IntechOpen, 2024. http://dx.doi.org/10.5772/intechopen.1004124.
Pełny tekst źródłaStreszczenia konferencji na temat "Rupee-Dollar exchange rate volatility"
Ma, Marggie, Jiangze Du i Kin Keung Lai. "Modeling Volatility of Exchange Rate of Chinese Yuan against US Dollar Based on GARCH Models". W 2013 Sixth International Conference on Business Intelligence and Financial Engineering (BIFE). IEEE, 2013. http://dx.doi.org/10.1109/bife.2013.63.
Pełny tekst źródłaCzech, Katarzyna. "Is a Japanese yen a safe haven? Relationship between Japanese currency and financial market uncertainty". W 3rd International Conference on Administrative & Financial Sciences. Cihan University - Erbil, 2021. http://dx.doi.org/10.24086/afs2020/paper.353.
Pełny tekst źródłaRaporty organizacyjne na temat "Rupee-Dollar exchange rate volatility"
Parra-Polania, Julian A., Andrés Sánchez-Jabba i Miguel Sarmiento. Oral FX Interventions in Emerging Markets: the Colombian case. Banco de la República, luty 2022. http://dx.doi.org/10.32468/be.1194.
Pełny tekst źródłaRincón-Torres, Andrey Duván, Kimberly Rojas-Silva i Juan Manuel Julio-Román. The Interdependence of FX and Treasury Bonds Markets: The Case of Colombia. Banco de la República, wrzesień 2021. http://dx.doi.org/10.32468/be.1171.
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