Modeling exchange rate dynamics in India using stock market indices and macroeconomic variables
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References listed on IDEAS
- Anca Elena Nucu, 2011. "The Relationship between Exchange Rate and Key Macroeconomic Indicators. Case Study: Romania," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 14(41), pages 127-145, September.
- Hatemi-J, Abdulnasser & Irandoust, Manuchehr, 2002. "On the Causality between Exchange Rates and Stock Prices: A Note," Bulletin of Economic Research, Wiley Blackwell, vol. 54(2), pages 197-203, April.
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More about this item
Keywordscurrent account deficit as a percentage of GDP; exchange rate; GDP; inflation differential; IT; lending interest rates; Oil & Gas; public debt; stock price index; Sensex;
- 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 fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-04-06 (All new papers)
- NEP-MAC-2013-04-06 (Macroeconomics)
- NEP-MON-2013-04-06 (Monetary Economics)
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