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Browsing ICBI 2019 by Subject "Foreign Exchange Market, Granger Causality, Correlation, Exchange Rate Volatility, Asian Emerging Countries and Sri Lanka (LKR/USD)"

Browsing ICBI 2019 by Subject "Foreign Exchange Market, Granger Causality, Correlation, Exchange Rate Volatility, Asian Emerging Countries and Sri Lanka (LKR/USD)"

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  • Lingaraja, K.; Mohan, C.J.B.; Raja, M. (International Conference on Business and Information (ICBI – 2019), [Accounting, Finance and Economics], Faculty of Commerce and Management Studies, University of Kelaniya Sri Lanka, 2019)
    This study examines the long-run volatility and causality effects of Sri Lankan (LKR) currency and nine currency of emerging countries in Asia against USD over 15 years i.e., from 01st January, 2002 to 31st December, 2018. ...

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