Dynamic Relationship Between Stock Prices And Exchange Rates Evidence From India
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| Author | : Márcio Issao Nakane |
| Publisher | : World Bank Publications |
| Total Pages | : 34 |
| Release | : 2005 |
| Genre | : Banks and banking |
| ISBN | : |
Over the past decade, the Brazilian banking industry has undergone major and deep transformations with several privatizations of state-owned banks, mergers and acquisitions, closing down of troubled banks, entry by foreign banks, and so on. The purpose of this paper is to evaluate the impacts of these changes in banking on total factor productivity. The authors first obtain measures of bank level productivity by employing the techniques due to Levinsohn and Petrin (2003). They then relate such measures to a set of bank characteristics. Their main results indicate that state-owned banks are less productive than their private peers, and that privatization has increased productivity.
| Author | : Yakov Amihud |
| Publisher | : Beard Books |
| Total Pages | : 268 |
| Release | : 2003 |
| Genre | : Business & Economics |
| ISBN | : 9781587981593 |
This is a reprint of a previously published book. It consists of a series of papers by experts in the field on how the exchange rate volatility of the 1980s affected the financial policies of international firms.
| Author | : International Monetary Fund |
| Publisher | : International Monetary Fund |
| Total Pages | : 132 |
| Release | : 2004-05-19 |
| Genre | : Business & Economics |
| ISBN | : 1498330282 |
| Author | : Graciela Laura Kaminsky |
| Publisher | : International Monetary Fund |
| Total Pages | : 44 |
| Release | : 1997-07-01 |
| Genre | : Business & Economics |
| ISBN | : 1451955863 |
This paper examines the empirical evidence on currency crises and proposes a specific early warning system. This system involves monitoring the evolution of several indicators that tend to exhibit an unusual behavior in the periods preceding a crisis. When an indicator exceeds a certain threshold value, this is interpreted as a warning “signal” that a currency crisis may take place within the following 24 months. The variables that have the best track record within this approach include exports, deviations of the real exchange rate from trend, the ratio of broad money to gross international reserves, output, and equity prices.
| Author | : Robert A. Amano |
| Publisher | : |
| Total Pages | : 28 |
| Release | : 1995 |
| Genre | : Foreign exchange |
| ISBN | : 9780662237785 |
| Author | : Ramazan Gençay |
| Publisher | : Elsevier |
| Total Pages | : 383 |
| Release | : 2001-10-12 |
| Genre | : Business & Economics |
| ISBN | : 0080509223 |
An Introduction to Wavelets and Other Filtering Methods in Finance and Economics presents a unified view of filtering techniques with a special focus on wavelet analysis in finance and economics. It emphasizes the methods and explanations of the theory that underlies them. It also concentrates on exactly what wavelet analysis (and filtering methods in general) can reveal about a time series. It offers testing issues which can be performed with wavelets in conjunction with the multi-resolution analysis. The descriptive focus of the book avoids proofs and provides easy access to a wide spectrum of parametric and nonparametric filtering methods. Examples and empirical applications will show readers the capabilities, advantages, and disadvantages of each method. - The first book to present a unified view of filtering techniques - Concentrates on exactly what wavelets analysis and filtering methods in general can reveal about a time series - Provides easy access to a wide spectrum of parametric and non-parametric filtering methods
| Author | : Pami Dua |
| Publisher | : OUP India |
| Total Pages | : 0 |
| Release | : 2012-04-05 |
| Genre | : Business & Economics |
| ISBN | : 9780198077206 |
This book provides a comprehensive analysis of the foreign exchange market in India in terms of participants, instruments and the trading platform, as also turnover and forward premia. It examines the role of exchange rates in the recent global financial crisis, and also develops an alternative forecasting model for the rupee-dollar exchange rate.
| Author | : Tarak Nath Sahu |
| Publisher | : Springer |
| Total Pages | : 247 |
| Release | : 2016-01-01 |
| Genre | : Business & Economics |
| ISBN | : 1137492015 |
The liberalization and globalization of the Indian economy has made India more vulnerable to macro issues. This book provides a comprehensive analysis of the dynamic relationship between macroeconomic variables and stock prices in India. The research findings and policy implications discussed here may also be relevant for other emerging economies.
| Author | : Larry A. Sjaastad |
| Publisher | : |
| Total Pages | : 24 |
| Release | : 1995 |
| Genre | : Foreign exchange rates |
| ISBN | : 9780864224316 |
| Author | : Pami Dua |
| Publisher | : Springer Nature |
| Total Pages | : 394 |
| Release | : 2023-04-08 |
| Genre | : Business & Economics |
| ISBN | : 9811975922 |
This book provides empirical applications of macroeconometric methods through discussions on key issues in the Indian economy. It deals with issues of topical relevance in the arena of macroeconomics. The aim is to apply time series and financial econometric methods to macroeconomic issues of an emerging economy such as India. The data sources are given in each chapter, and students and researchers may replicate the analyses.The book is divided into three parts—Part I: Macroeconomic Modelling and Policy; Part II: Forecasting the Indian Economy and Part III: Business Cycles and Global Crises. It provides a holistic understanding of the techniques with each chapter delving into a relevant issue analysed using appropriate methods—Chapter 1: Introduction; Chapter 2: Macroeconomic Modelling and Bayesian Methods; Chapter 3: Monetary Policy Framework in India; Chapter 4: Determinants of Yields on Government Securities in India; Chapter 5: Monetar y Transmission in the Indian Economy; Chapter 6: India’s Bilateral Export Growth and Exchange Rate Volatility: A Panel GMM Approach; Chapter 7: Aggregate and Sectoral Productivity Growth in the Indian Economy: Analysis and Determinants; Chapter 8: Forecasting the INR/USD Exchange Rate: A BVAR Framework; Chapter 9: Forecasting India’s Inflation in a Data-Rich Environment: A FAVAR Study; Chapter 10: A Structural Macroeconometric Model for India; Chapter 11: International Synchronization of Growth Rate Cycles: An Analysis in Frequency Domain; Chapter 12: Inter-Linkages Between Asian and U.S. Stock Market Returns: A Multivariate GARCH Analysis; Chapter 13: The Increasing Synchronization of International Recessions. Since the selection of issues is from macroeconomic aspects of the Indian economy, the book has wide applications and is useful for students and researchers of fields such as applied econometrics, time series econometrics, financial econometrics, forecasting methods and macroeconomics.
