Add to ORKGThis paper examines the effect of volatility in both rupee-dollar and rupee-euro exchange rates on stock prices in India using daily data from 3-Apr-2007 to 30-Mar-2012. Adopting a generalized autoregressive conditional heteroskedasticity (GARCH) and exponential GARCH (EGARCH) model, the study suggests a negative relationship between exchange rate and stock prices in India. Even though India is a major trade partner of European Union, the study couldn’t find any significant statistical effect of fluctuations in Euro-rupee exchange rates on stock prices, while the effect of fluctuations in Dollar-rupee exchange rates on stock prices is highly significant. The study also reveals that shocks to exchange rate have symmetric effect on stock pri...
Value of imports higher than exports, causing the trade deficit, the appreciation of the currency in...
This paper analytically examines the impact of exchange rate volatility on stock prices in Nigeria v...
Our study strives to explore the dynamic association between stock price and foreign exchange rate b...
This paper examines the effect of volatility in both rupee-dollar and rupee-euro exchange rates on s...
In this paper, we apply several variants of the EGARCH model to examine the role of depreciation of ...
Predicting currency movements is perhaps one of the hardest exercises in economics as it has many va...
This paper adopts an Exponentional General Autoregressive Conditional Heteroskedasticity (EGARCH) fr...
Predicting currency movements is perhaps one of the hardest exercises in economics as it has many va...
The paper investigates the dynamic linkages between exchange rate volatility and stock returns volat...
The study estimates the generalized autoregressive conditional heteroskedasticity (GARCH) model for ...
The study estimates the generalized autoregressive conditional heteroskedasticity (GARCH) model for ...
The paper is aimed at examining the impact of introduction of currency derivatives on exchange rate ...
A healthy stock market is a sign of sound and healthy economy. Stock market is a volatile market aff...
This paper examines volatility spillovers between the stock and currency markets of ten Asian econom...
This paper analytically examines the impact of exchange rate volatility on stock prices in Nigeria v...
Value of imports higher than exports, causing the trade deficit, the appreciation of the currency in...
This paper analytically examines the impact of exchange rate volatility on stock prices in Nigeria v...
Our study strives to explore the dynamic association between stock price and foreign exchange rate b...
This paper examines the effect of volatility in both rupee-dollar and rupee-euro exchange rates on s...
In this paper, we apply several variants of the EGARCH model to examine the role of depreciation of ...
Predicting currency movements is perhaps one of the hardest exercises in economics as it has many va...
This paper adopts an Exponentional General Autoregressive Conditional Heteroskedasticity (EGARCH) fr...
Predicting currency movements is perhaps one of the hardest exercises in economics as it has many va...
The paper investigates the dynamic linkages between exchange rate volatility and stock returns volat...
The study estimates the generalized autoregressive conditional heteroskedasticity (GARCH) model for ...
The study estimates the generalized autoregressive conditional heteroskedasticity (GARCH) model for ...
The paper is aimed at examining the impact of introduction of currency derivatives on exchange rate ...
A healthy stock market is a sign of sound and healthy economy. Stock market is a volatile market aff...
This paper examines volatility spillovers between the stock and currency markets of ten Asian econom...
This paper analytically examines the impact of exchange rate volatility on stock prices in Nigeria v...
Value of imports higher than exports, causing the trade deficit, the appreciation of the currency in...
This paper analytically examines the impact of exchange rate volatility on stock prices in Nigeria v...
Our study strives to explore the dynamic association between stock price and foreign exchange rate b...