Measuring the Volatility of Foreign Exchange Market in India

Neeti Khullar, Upasna Joshi Sethi


In the current era of globalization till date there has not been any perfect model to predict the volatility present in foreign exchange market because of the independent factors increasing the complexity of the forex market. There is immense need to manage the risk effectively and efficiently. Therefore, this paper analyzes the behaviour of foreign exchange rate with respect to time in context of Indian foreign exchange market and identifies the correlation between foreign exchange rate movements.

Keywords: keywords, foreign exchange rates, volatility, us dollar, Japanese, yen. euro, Indian rupee

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ISSN (Paper)2222-1697 ISSN (Online)2222-2847

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