Modeling exchange rate dynamics in India using stock market indices and macroeconomic variables
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- Chavan, Sumit Sunil & Shafighi, Najla, 2021. "Exchange Rate Determination in Asia," MPRA Paper 110622, University Library of Munich, Germany.
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More about this item
Keywords
current account deficit as a percentage of GDP; exchange rate; GDP; inflation differential; IT; lending interest rates; Oil & Gas; public debt; stock price index; Sensex;All these keywords.
JEL classification:
- E6 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F37 - International Economics - - International Finance - - - International Finance Forecasting and Simulation: Models and Applications
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MAC-2013-04-06 (Macroeconomics)
- NEP-MON-2013-04-06 (Monetary Economics)
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