While two different streams of literature exist investigating 1) the relationship between oil prices and emerging market stock prices and 2) the relationship between oil prices and exchange rates, relatively little is known about the dynamic relationship between oil prices, exchange rates and...

This paper examines if there exists dynamic co-movement between oil shocks, exchange rate and stock returns in India during the time period 2005-2021 using the partial and multiple wavelet analysis. We also investigate if the origin of oil shocks matter to such co-movement across different time...