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

Online veröffentlicht: 26. März 2025

Seitenbereich: 1 - 14

Eingereicht: 12. Juni 2024

Akzeptiert: 11. Nov. 2024

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

Schlüsselwörter

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.