Dynamics of global oil prices, exchange rate and precious metal prices in India
By Anshul Jain, Sajal Ghosh. 2013
195 citations recorded by the source corpus.
Subfields: Economics and Econometrics
View Paper: https://www.semanticscholar.org/paper/ca9545be8e31eac4bbdc5ef771c0a91e6f2af47f
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In Economics and Econometrics
Citations in the corpus
- Dynamic linkages among oil price, gold price, exchange rate, and stock market in India (2016, background): “However, this no non-linear causal relation between oil price and gold price is contrary to the findings of presence linear causality by Narayan et. al (2010) and Jain and Ghosh (2013).”
- How oil prices, gold prices, uncertainty and risk impact Islamic and conventional stocks? Empirical evidence from QARDL technique (2020, background): “Jain and Ghosh (2013) found that in the aftermath of the financial meltdown, precious metal markets, i.e. gold, silver, and palladium, etc. have attracted the attention of traders as a substitute tool, identical to the Islamic stock markets.”
- Cointegration and nonlinear causality amongst gold, oil, and the Indian stock market: Evidence from implied volatility indices (2017, unknown): “Motivated by the works of Jain and Ghosh (2013) and Jain and Biswal (2016), we use several econometric tests that include the ARDL Bounds testing approach to co-integration as well as the non-linear asymmetric causality test of Kyrtsou and Labys (2006).”