Matches in SemOpenAlex for { <https://semopenalex.org/work/W26047282> ?p ?o ?g. }
Showing items 1 to 63 of
63
with 100 items per page.
- W26047282 abstract "The exchange rate volatility and its modelling has gained importance since the breakdown of Brett on Woods System in 1973 and subsequent movement ofmany countries shifting from fixed exchange rate system to floating exchange rate system.India shifted from fixed exchange rate to the Liberalized Exchange Rate Management System (LERMS) in 1992 and market determinant exchange rate regime in 1993 which is a major structural changes in Indian foreign exchange market.This has lead to huge volatility in exchange rate.Exchange rate volatility induces uncertainty in international transactions.This uncertainty reduces international trade and the growth of the economy.The present study is an attempt to analyse the volatility and uncertainty of exchange rate with specific reference to INR vs MYR (Malaysian Ringgit) based on the past 14 years daily exchange rate while the time series properties of the data was examined using the ADF and PP approach, the stationary process, and order of the incorporated series.The ARCH and GARCH models were used to examine the degree or severity of volatility based on the first diff erence estimated volatility.AR GARCH results showed that lagged (last year) exchange rate is significantly responsible for the dynamics of INR vs MYR exchange rate in India.Further, the Granger causality test conducted shows that the direction of causality is more powerful and significant from actual exchange rate to exchange rate uncertainty in India." @default.
- W26047282 created "2016-06-24" @default.
- W26047282 creator A5003554903 @default.
- W26047282 creator A5051560459 @default.
- W26047282 date "2014-01-01" @default.
- W26047282 modified "2023-09-27" @default.
- W26047282 title "Exchange rate volatility and uncertainty in India - A study of INR vs MYR" @default.
- W26047282 hasPublicationYear "2014" @default.
- W26047282 type Work @default.
- W26047282 sameAs 26047282 @default.
- W26047282 citedByCount "0" @default.
- W26047282 crossrefType "journal-article" @default.
- W26047282 hasAuthorship W26047282A5003554903 @default.
- W26047282 hasAuthorship W26047282A5051560459 @default.
- W26047282 hasConcept C106159729 @default.
- W26047282 hasConcept C149782125 @default.
- W26047282 hasConcept C162324750 @default.
- W26047282 hasConcept C192620184 @default.
- W26047282 hasConcept C23922673 @default.
- W26047282 hasConcept C24189920 @default.
- W26047282 hasConcept C2776988154 @default.
- W26047282 hasConcept C536366893 @default.
- W26047282 hasConcept C556758197 @default.
- W26047282 hasConcept C82843974 @default.
- W26047282 hasConcept C91602232 @default.
- W26047282 hasConceptScore W26047282C106159729 @default.
- W26047282 hasConceptScore W26047282C149782125 @default.
- W26047282 hasConceptScore W26047282C162324750 @default.
- W26047282 hasConceptScore W26047282C192620184 @default.
- W26047282 hasConceptScore W26047282C23922673 @default.
- W26047282 hasConceptScore W26047282C24189920 @default.
- W26047282 hasConceptScore W26047282C2776988154 @default.
- W26047282 hasConceptScore W26047282C536366893 @default.
- W26047282 hasConceptScore W26047282C556758197 @default.
- W26047282 hasConceptScore W26047282C82843974 @default.
- W26047282 hasConceptScore W26047282C91602232 @default.
- W26047282 hasLocation W260472821 @default.
- W26047282 hasOpenAccess W26047282 @default.
- W26047282 hasPrimaryLocation W260472821 @default.
- W26047282 hasRelatedWork W1536371747 @default.
- W26047282 hasRelatedWork W1988217000 @default.
- W26047282 hasRelatedWork W2024153065 @default.
- W26047282 hasRelatedWork W2024846510 @default.
- W26047282 hasRelatedWork W2060834064 @default.
- W26047282 hasRelatedWork W2094723403 @default.
- W26047282 hasRelatedWork W2131582496 @default.
- W26047282 hasRelatedWork W2189536100 @default.
- W26047282 hasRelatedWork W2339374610 @default.
- W26047282 hasRelatedWork W2347758273 @default.
- W26047282 hasRelatedWork W2365611095 @default.
- W26047282 hasRelatedWork W2591338514 @default.
- W26047282 hasRelatedWork W2592751440 @default.
- W26047282 hasRelatedWork W2887251001 @default.
- W26047282 hasRelatedWork W2921725416 @default.
- W26047282 hasRelatedWork W2941407498 @default.
- W26047282 hasRelatedWork W3121707862 @default.
- W26047282 hasRelatedWork W3121922257 @default.
- W26047282 hasRelatedWork W3123567331 @default.
- W26047282 hasRelatedWork W3144396349 @default.
- W26047282 isParatext "false" @default.
- W26047282 isRetracted "false" @default.
- W26047282 magId "26047282" @default.
- W26047282 workType "article" @default.