Asymmetric connectedness among BSE SENSEX, INR–USD exchange rate, gold price and crude oil price: fresh evidence from nonlinear ARDL
Purpose – This paper investigates the asymmetric connectedness among the Indian stock market, crude oil price, gold price and the USD–INR exchange rate. Design/methodology/approach – We construct a nonlinear autoregressive distributed lag model that contains the four aforementioned variables. We fur...
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| Format: | Artigo |
| Jezik: | Inglês |
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Emerald Publishing
2024-11-01
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| Serija: | Business Analyst |
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| Online dostop: | https://www.emerald.com/insight/content/doi/10.1108/BAJ-03-2024-0012/full/pdf |
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