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

Publicado en línea: 26 mar 2025

Páginas: 1 - 14

Recibido: 12 jun 2024

Aceptado: 11 nov 2024

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

Palabras clave

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

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