Cointegration and nonlinear causality amongst gold, oil, and the Indian stock market: Evidence from implied volatility indices
By Elie Bouri, Anshul Jain, Pratap Chandra Biswal, David Roubaud. 2017
224 citations recorded by the source corpus.
Subfields: Economics and Econometrics
View Paper: https://www.semanticscholar.org/paper/377994be37a8bb1c231d92b802cafd50ee93fbd8
How researchers see this paper
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In Economics and Econometrics
- Stavros Degiannakis *
- George Filis
- Vipin Arora
- D. Broadstock
- Ioannis Chatziantoniou
- Perry Sadorsky
- Nikolaos Antonakakis
- R. Brooks
Citations in the corpus
- Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence (2018, result): “Similar findings are also reported by Bouri et al. (2017a) who concentrate on sectoral indices of the Chinese stock market.”