Analyzes the impact of USD-INR currency volatility on NIFTY sectors (FMCG, Auto, IT, Pharma, Media) using econometric models like VAR, GARCH, and Granger Causality. Covers 2020–2025 data to reveal sectoral sensitivities, volatility patterns, and investment insights.
-
Notifications
You must be signed in to change notification settings - Fork 0
Analyzes the impact of USD-INR currency volatility on NIFTY sectors (FMCG, Auto, IT, Pharma, Media) using econometric models like VAR, GARCH, and Granger Causality. Covers 2020–2025 data to reveal sectoral sensitivities, volatility patterns, and investment insights.
License
prathiusha28/R.Prathiusha
Folders and files
| Name | Name | Last commit message | Last commit date | |
|---|---|---|---|---|
Repository files navigation
About
Analyzes the impact of USD-INR currency volatility on NIFTY sectors (FMCG, Auto, IT, Pharma, Media) using econometric models like VAR, GARCH, and Granger Causality. Covers 2020–2025 data to reveal sectoral sensitivities, volatility patterns, and investment insights.
Topics
Resources
License
Stars
Watchers
Forks
Releases
No releases published
Packages 0
No packages published