Exchange Rate Conflict between Dollar and Rupee

Das, Rituparna and Daga, Ugam Raj (2004): Exchange Rate Conflict between Dollar and Rupee. Published in: Paper in Workshop on Conflict Management, Policy and Peace Economics (10 January 2004)

Abstract

Conflict between economic interests of two or more countries can take place in the inflation prone floating exchange regime and thus affect monetary policies of each other. This paper has examined whether the exchange rates of the currencies of the industrial countries are affecting India’s currency and making the Reserve Bank of India (RBI) intervene in the foreign exchange market.

• Item Type: MPRA Paper
• Language: English
• Keywords: stochastic, trend stationary, differenced strationary
• Subjects: C - Mathematical and Quantitative Methods > C2 - Single Equation Models ; Single Variables > C22 - Time-Series Models ; Dynamic Quantile Regressions ; Dynamic Treatment Effect Models ; Diffusion Processes; F - International Economics > F3 - International Finance > F31 - Foreign Exchange

References

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Krugman P R (2000): International Economics, Theory and Policy, Addision Wesley Longman, Singapore, 5th edition, Chapters 18-20

Reserve Bank of India (2003): Handbook of Statistics on Indian Economy, Reserve Bank of India, Mumbai