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
