Dynamics of oil price shocks and emerging stock market volatility: a generalized VAR approach
Purpose – This study aims to establish the dynamic relationship between international crude oil prices and Indian stock prices represented by the Bombay Stock Exchange (BSE) energy index. Design/methodology/approach – Using Johansen’s cointegration test, vector error correction (VEC) model, impulse...
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| Hauptverfasser: | , , |
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| Format: | Artigo |
| Sprache: | Inglês |
| Veröffentlicht: |
Emerald Publishing
2021-07-01
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| Schriftenreihe: | Vilakshan (XIMB Journal of Management) |
| Schlagworte: | |
| Online-Zugang: | https://www.emerald.com/insight/content/doi/10.1108/XJM-07-2020-0018/full/pdf?title=dynamics-of-oil-price-shocks-and-emerging-stock-market-volatility-a-generalized-var-approach |
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