Browsing Working Papers by Subject "Volatility"
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 ... -
Volatility Modeling, Seasonality and Risk-Return Relationship in GARCH-in-Mean Framework: The Case of Indian Stock and Commodity Markets
(2009-07-30)This paper is based on an empirical study of volatility, risk premium and seasonality in risk-return relation of the Indian stock and commodity markets. This investigation is conducted by means of the General Autoregressive ...