Modeling the relationship among the stock market, gold price, oil price and exchange rate: A VECM and VDA approach

Published Online: Mar 26, 2025

Page range: 1 - 14

Received: Jun 12, 2024

Accepted: Nov 11, 2024

DOI: https://doi.org/10.2478/fiqf-2025-0001

Keywords

Nifty 50, Johansen Cointegration Test, Vector Error Correction Model, Variance Decomposition Analysis, Impulse Response Function, Augmented Dickey Fuller Test

© 2025 Pravin Kumar Agrawal et al., published by Sciendo

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.