1. Study of Volatility in Foreign Exchange Market: A Macro-Economic Perspective Dr Sunita Jindal Dr N.K Sharma
2.
3.
4.
5.
6.
7.
8. The Correlation ( r ) between (USD And INR) And BSE Sensex r= 0.228368 31.834 1.889 2005-06 32.041 12.590 2006-07 110.286 -4.870 2007-08 44.761 -11.729 2008-09 14.844 5.594 2009-10 -14.684 0.455 2010-11 % Δ in value of Sensex % Δ in rate INR/USD(X) Year
9. Table: 1.2 The Correlation (r) between (INR and JPY) And BSE Sensex r= 0.395969 31.834 1.189 2005-06 32.041 11.646 2006-07 110.286 -19.082 2007-08 44.761 -23.902 2008-09 14.844 .650 2009-10 -14.684 -6.215 2010-11 % Δ in value of Sensex % Δ in rate INR/JPY(X) Year
10. The Correlation (r) between (INR and CHF) And BSE Sensex r= 0.639217 31.834 1.048 2005-06 32.041 9.639 2006-07 110.286 -16.550 2007-08 44.761 -11.272 2008-09 14.844 -1.862 2009-10 -14.684 -10.266 2010-11 % Δ in value of Sensex % Δ in rate INR/USD(X) Year
11. The Correlation (r) between (INR and EUR) And BSE Sensex r= 0.657038 31.834 5.460 2005-06 32.041 1.695 2006-07 110.286 12.739 2007-08 44.761 -5.902 2008-09 14.844 10.152 2009-10 -14.684 -2.484 2010-11 % Δ in value of Sensex % Δ in rate INR/USD(X) Year
12. The Correlation (r) between (INR and GBP) And BSE Sensex r= 0.030735 31.834 1.889 2005-06 32.041 12.590 2006-07 110.286 -4.870 2007-08 44.761 -11.729 2008-09 14.844 5.594 2009-10 -14.684 0.455 2010-11 % Δ in value of Sensex % Δ in rate INR/USD(X) Year