Analysing nexus between stock market and key macroeconomic variables using cointegration and causality approaches
Himanshu Goel and Narinder Pal Singh
| Year of publication: |
2021
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|---|---|
| Authors: | Goel, Himanshu ; Singh, Narinder Pal |
| Published in: |
International journal of Indian culture and business management : IJICBM. - Genève : Inderscience Enterprises, ISSN 1753-0814, ZDB-ID 2439496-8. - Vol. 24.2021, 1, p. 103-120
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| Subject: | macroeconomic variables | Johansen cointegration | Granger causality | Indian stock market | Sensex | Kausalanalyse | Causality analysis | Kointegration | Cointegration | Aktienmarkt | Stock market | Indien | India | Zeitreihenanalyse | Time series analysis | Börsenkurs | Share price |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJICBM.2021.117883 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012695829