Purpose – This study aims to investigate the dynamic relationships between oil price shocks and Indian stock market. Design/methodolgy/approach - The study used daily data for the period starting from January 2001 to March 2013. In this study, Johansen's cointegration test, vector error...

Purpose – This study aims to investigate the dynamic relationships between oil price shocks and Indian stock market. Design/methodology/approach – The study used daily data for the period starting from January 2001 to March 2013. In this study, Johansen's cointegration test, vector error...