Browsing Working Papers by Subject "Exchange rate - India"
Now showing items 1-2 of 2
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Impact of exchange rate pass-through and volatility on Indian foreign trade
(2009-12-14)The exchange rate Pass-through land exchange rate volatility, are two important issues that determine the effectiveness of the exchange rate depreciation in achieving the desired trade balance. The aggregate analysis of ... -
Rupee-dollar option pricing and risk measurement: jump processes, changing volatility and kurtosis shifts
(2010-03-28)Exchange rate movements in the Indian rupee (and many other emerging market currencies) are characterised by long periods of placidity punctuated by abrupt and sharp changes. Many, but by no means all, of these sharp changes ...