Predicting volatility of bitcoin returns with ARCH, GARCH and EGARCH models
H Yıldırım, FV Bekun - Future Business Journal, 2023 - Springer
The ınvestment decisions of institutional and individual investors in financial markets are
largely influenced by market uncertainty and volatility of the investment instruments. Thus …
largely influenced by market uncertainty and volatility of the investment instruments. Thus …
Investment Certainty and Demonetization
P Bangur - The Journal of Private Equity, 2019 - JSTOR
This article analyzes the impact of demonetization on the volatility of the Indian stock market
and assesses the investment certainty in India after demonetization. A symmetric …
and assesses the investment certainty in India after demonetization. A symmetric …
Brexit impact on the pound as well as the euro with reference to the Indian rupee
P Rani, KP Narwal - … Journal of Indian Culture and Business …, 2023 - inderscienceonline.com
The present study attempts to examine the effect of Brexit on foreign exchange rate volatility
in India by taking the currency pair EUR/INR and GBP/INR. The daily spot price data of …
in India by taking the currency pair EUR/INR and GBP/INR. The daily spot price data of …
Shock and Volatility Spillovers between Stock Markets of India and Select Asian Economies.
A Kumar - Review of Professional Management, 2019 - search.ebscohost.com
Flow of information and volatility coming from stock markets of other countries have
significant impact on the stock market of a country. Volatility is even higher in the case the …
significant impact on the stock market of a country. Volatility is even higher in the case the …
Döviz Piyasalarındaki Simetrik ve Asimetrik Nedensellik İlişkisi
Amaç: Bu çalışmanın amacı döviz piyasası araçları arasındaki simetrik ve asimetrik
nedensellik ilişkisinin varlığını araştırmaktır. Tasarım/Yöntem: Çalışmada döviz piyasası …
nedensellik ilişkisinin varlığını araştırmaktır. Tasarım/Yöntem: Çalışmada döviz piyasası …
Kur riski korunma stratejileri: Türkiye uygulamaları
F Yeğin - 2019 - acikbilim.yok.gov.tr
Döviz ile işlem yapan kişi ve kurumları döviz kuru hareketleri farklı şekillerde etkilemektedir.
Bu etkilerin kişi ve firmaları olumsuz etkilemesini en aza indirgemeye dönük farklı finansal …
Bu etkilerin kişi ve firmaları olumsuz etkilemesini en aza indirgemeye dönük farklı finansal …
Macroeconomic consequences of foreign exchange futures market for inflation targeting economies
F Syarifuddin - 2020 - mpra.ub.uni-muenchen.de
Although the discussion on foreign exchange (FX) futures market has drawn significant
concern in the economic literature, this paper is the first attempt to address how the FX …
concern in the economic literature, this paper is the first attempt to address how the FX …
Impact of Currency Futures on Spot Rate Volatility in Indian Foreign Exchange Market
DG Patra - Basurto, G., & Ghosh, A.,(2000). The Interest Rate …, 2022 - papers.ssrn.com
The work aimed going to ascertain the efficacy of the currency futures on cash-market or
Spot exchange rates volatility with respect of USD/INR, EURO/INR, GBP/INR & JPY/INR. The …
Spot exchange rates volatility with respect of USD/INR, EURO/INR, GBP/INR & JPY/INR. The …
[HTML][HTML] Reserve Bank of India Date: Dec 15, 2020 RBI Working Paper No. 13/2020: Price Discrimination in Over-the-Counter Currency Derivatives
This paper provides empirical evidence on the presence of considerable price
discrimination in the Indian over-the-counter (OTC) currency derivatives market through an …
discrimination in the Indian over-the-counter (OTC) currency derivatives market through an …
Impact of Currency Futures on Spot Market Volatility in Indian Foreign Exchange Market
A Singh, G Patra - 2021 - indianjournals.com
This work is an endeavor to explore the relationship of Lag between future & underlying
market, ie. Spot in foreign exchange market of India. Only the USD/INR exchange rate is …
market, ie. Spot in foreign exchange market of India. Only the USD/INR exchange rate is …