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On the upsurge of foreign exchange reserves in India

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  • Ramachandran, M.

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Bibliographic Info

Article provided by Elsevier in its journal Journal of Policy Modeling.

Volume (Year): 28 (2006)
Issue (Month): 7 (October)
Pages: 797-809

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Handle: RePEc:eee:jpolmo:v:28:y:2006:i:7:p:797-809

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Web page: http://www.elsevier.com/locate/inca/505735

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References

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  1. Engle, Robert F & Ng, Victor K, 1993. " Measuring and Testing the Impact of News on Volatility," Journal of Finance, American Finance Association, vol. 48(5), pages 1749-78, December.
  2. Joshua Aizenman & Nancy P. Marion, 2002. "International Reserve Holdings with Sovereign Risk and Costly Tax Collection," NBER Working Papers 9154, National Bureau of Economic Research, Inc.
  3. Edwards, Sebastian, 1985. "On the interest-rate elasticity of the demand for international reserves: Some evidence from developing countries," Journal of International Money and Finance, Elsevier, vol. 4(2), pages 287-295, June.
  4. Christopher J. Neely, 2000. "Are changes in foreign exchange reserves well correlated with official intervention?," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 17-32.
  5. Rabemananjara, R & Zakoian, J M, 1993. "Threshold Arch Models and Asymmetries in Volatility," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 8(1), pages 31-49, Jan.-Marc.
  6. Jacques Miniane, 2004. "A New Set of Measures on Capital Account Restrictions," IMF Staff Papers, Palgrave Macmillan, vol. 51(2), pages 4.
  7. M. Bahmani-Oskooee & F. Brown, 2002. "Demand for international reserves: a review article," Applied Economics, Taylor & Francis Journals, vol. 34(10), pages 1209-1226.
  8. Ben-Bassat, Avraham & Gottlieb, Daniel, 1992. "On the Effect of Opportunity Cost on International Reserve Holdings," The Review of Economics and Statistics, MIT Press, vol. 74(2), pages 329-32, May.
  9. Baig, Mirza Allim & Narasimhan, V. & Ramachandran, M., 2003. "Exchange market pressure and the Reserve Bank of India's intervention activity," Journal of Policy Modeling, Elsevier, vol. 25(8), pages 727-748, November.
  10. Tim Bollerslev, 1986. "Generalized autoregressive conditional heteroskedasticity," EERI Research Paper Series EERI RP 1986/01, Economics and Econometrics Research Institute (EERI), Brussels.
  11. Lizondo, JoseSaul & Mathieson, Donald J., 1987. "The stability of the demand for international reserves," Journal of International Money and Finance, Elsevier, vol. 6(3), pages 251-282, September.
  12. Hamada, Koichi & Ueda, Kazuo, 1977. "Random Walks and the Theory of the Optimal International Reserves," Economic Journal, Royal Economic Society, vol. 87(348), pages 722-42, December.
  13. Claassen, Emil-Maria, 1975. "Demand for International Reserves and the Optimum Mix and Speed of Adjustment Policies," American Economic Review, American Economic Association, vol. 65(3), pages 446-53, June.
  14. Ramachandran, M., 2004. "The optimal level of international reserves: evidence for India," Economics Letters, Elsevier, vol. 83(3), pages 365-370, June.
  15. Frenkel, Jacob A & Jovanovic, Boyan, 1981. "Optimal International Reserves: A Stochastic Framework," Economic Journal, Royal Economic Society, vol. 91(362), pages 507-14, June.
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Cited by:
  1. Linkon Mondal, 2012. "Foreign Exchange Market Intervention and Exchange Rate Volatility: A Bivariate GARCH Model for India," The IUP Journal of Bank Management, IUP Publications, vol. 0(4), pages 29-40, November.
  2. Mishra, Ritesh Kumar & Sharma, Chandan, 2011. "India's demand for international reserve and monetary disequilibrium: Reserve adequacy under floating regime," Journal of Policy Modeling, Elsevier, vol. 33(6), pages 901-919.

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