International Forex Market Volatility: An Empirical Study of 61 Global Currency Pairs


Authors : Judah Ruham Chellappa; Amruta Das

Volume/Issue : Volume 7 - 2022, Issue 9 - September

Google Scholar : https://bit.ly/3IIfn9N

Scribd : https://bit.ly/3fkfgrJ

DOI : https://doi.org/10.5281/zenodo.7110791

Abstract : The study offers a theoretical and empirical analysis of the forex volatility amidst the Covid-19 pandemic and explain the repercussions of the same. We have undertaken a study of the underlying causes impacting the volatility to determine where the problem lies with the concept in essence. Having developed a foundation of cause and effect of volatility, we took up 61 pairs of forex currencies and analysed those using statistical tests and measures to recommend policy suggestions.

Keywords : Forex Market, Volatility, Standard deviation

The study offers a theoretical and empirical analysis of the forex volatility amidst the Covid-19 pandemic and explain the repercussions of the same. We have undertaken a study of the underlying causes impacting the volatility to determine where the problem lies with the concept in essence. Having developed a foundation of cause and effect of volatility, we took up 61 pairs of forex currencies and analysed those using statistical tests and measures to recommend policy suggestions.

Keywords : Forex Market, Volatility, Standard deviation

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