Understanding dynamic relationship among gold price, exchange rate and stock markets : evidence in Indian context
Atul Shiva; Monica Sethi
| Year of publication: |
2015
|
|---|---|
| Authors: | Shiva, Atul ; Sethi, Monica |
| Published in: |
Global business review. - New Delhi [u.a.] : Sage, ISSN 0972-1509, ZDB-ID 2004354-5. - Vol. 16.2015, 5, Suppl., p. 93-111
|
| Subject: | Gold prices | Nifty | Sensex | Johansen cointegration | vector error correction model (VECM) | Granger causality | Kointegration | Cointegration | Wechselkurs | Exchange rate | Kausalanalyse | Causality analysis | Indien | India | Gold | Börsenkurs | Share price | Aktienmarkt | Stock market |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011410332