FORECASTING EXCHANGE RATE VOLATILITY IN INDIA UNDER UNIVARIATE AND MULTIVARIATE ANALYSIS
This paper addresses the issue of variation in the exchange rate of the Indian Rupee (IR) against the US Dollar (USD) under a flexible exchange rate regime using monthly data spanning January 2005 to December 2020. We find that exchange rate volatility is largely affected by its lag value rather tha...
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| Autores principales: | , |
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| Formato: | Artigo |
| Lenguaje: | Inglês |
| Publicado: |
Bank Indonesia
2023-03-01
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| Colección: | Buletin Ekonomi Moneter dan Perbankan |
| Materias: | |
| Acceso en línea: | https://bulletin.bmeb-bi.org/bmeb/vol26/iss1/14 |
| Etiquetas: |
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