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

Judah Ruham Chellappa; Amruta Das1

1

Publication Date: 2022/09/25

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

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

PDF: https://ijirst.demo4.arinfotech.co/assets/upload/files/IJISRT22SEP078_(1).pdf

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