The Indian exchange rate and Central Bank action: An EGARCH analysis

A Goyal, S Arora - Journal of Asian Economics, 2012 - Elsevier
We analyze the impact of conventional monetary policy measures such as interest rates,
intervention, and other quantitative measures, on exchange rate level and volatility, and …

Globalization and economic stability: an insight from the rocket and feather hypothesis in Pakistan

N Khurshid, C Emmanuel Egbe, A Fiaz, A Sheraz - Sustainability, 2023 - mdpi.com
The purpose of this study was to analyze the irregular pattern of changing inflation as a
result of the pass-through of the exchange rate and fluctuations in oil prices in the current …

Volatility spillover in the foreign exchange market: the Indian experience

S Ghosh - Macroeconomics and Finance in Emerging Market …, 2014 - Taylor & Francis
We find evidence of significant volatility co-movements and/or spillover from different
financial markets to the forex market in India. Among a large number of variables examined …

Drivers of WACR-Repo Rate Spread: An Empirical Analysis of India

A Kalsie, A Yadav - Global Business Review, 2023 - journals.sagepub.com
The spread between the policy rate and operating target rate of the Reserve Bank of India
(RBI) has consequences on the transmission of monetary policy signals. Using weekly data …

[PDF][PDF] Operating target volatility: its implications for monetary policy transmission

R Kavediya, S Pattanaik - RBI Occasional Paper, 2016 - researchgate.net
The implementation of monetary policy has to often contend with episodic liquidity shocks
and the associated risk of significant and sustained deviation of the operating target from the …

Financial markets and monetary policy: A review of issues, theories, methodology and the way forward

I Haruna - Theories, Methodology and the Way Forward (February …, 2019 - papers.ssrn.com
The monetary policy-financial market nexus has received renewed interest following the
recent global financial crises. The study surveys monetary policy and financial market …

Sensitivity of stock returns volatility and money market rates: Insight from Nigeria

SF Aleke, PC Obidike… - Talaa: Journal of …, 2022 - e-journal.iaingorontalo.ac.id
The study focused on how money market factors affected the stock returnfluctuations in the
Nigerian setting. The study specifically looked at the impact of Treasury bill rates and …

[PDF][PDF] Globalization and Economic Stability: An Insight from the Rocket and Feather Hypothesis in Pakistan. Sustainability 2023, 15, 1611

N Khurshid, C Emmanuel Egbe, A Fiaz, A Sheraz - 2023 - academia.edu
The purpose of this study was to analyze the irregular pattern of changing inflation as a
result of the pass-through of the exchange rate and fluctuations in oil prices in the current …

[HTML][HTML] Click here to Visit the RBI's new website

E Prabu, I Bhattacharyya - 2023 - rbi.org.in
Abstract 1 Efficient central bank liquidity management is premised on closely aligning the
inter-bank overnight rate–the operating target of monetary policy–to the policy repo rate …

Commercial Banks and the Monetary Transmission Mechanism

A Haughton, A Haughton - … Sustainable Balance of Payments in Small …, 2017 - Springer
This chapter analyzes the speed of adjustment and the monetary transmission mechanism
in Jamaica. The results indicate that although incomplete, the pass-through process has …