Is USD-INR Really an Excessively Volatile Currency Pair?

Author:

Kayal Parthajit,Maheswaran S.

Funder

This research was not funded

Publisher

Springer Science and Business Media LLC

Reference29 articles.

1. Alizadeh, S., M.W. Brandt, and F.X. Diebold. 2002. Range-based estimation of stochastic volatility models. The Journal of Finance 57(3): 1047–1091.

2. Amin, K.I., and R.A. Jarrow. 1991. Pricing foreign currency options under stochastic interest rates. Journal of International Money and Finance 10(3): 310–329.

3. Aziz, J., I. Patnaik, and A. Shah. 2008. The current liquidity crunch in India: Diagnosis and policy response. Unpublished manuscript, National Institute of Public Finance and Policy.

4. Ball, C.A., and W.N. Torous. 1984. The maximum likelihood estimation of security price volatility: Theory, evidence, and application to option pricing. The Journal of Business 57: 97–112.

5. Bansal, R., M. Chereddy, M. Kairavi, and S. Hendry. 2013. INR to USD Currency Exchange Rate What factors significantly affect the INR to USD currency exchange rate?. http://faculty.babson.edu/goldstein/Teaching/FIN3560Fall2013/Projects/Indian%20FX%20.pdf . Accessed 8 August 2016 (2013, December).

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