Analyzing Nexus between Crude Oil, Gold, Dollar and Equity Markets with Structural Break: ARDL Evidence from India
This paper explores the price relations between the Crude oil, Gold, US dollar, and equities during several economic episodes. The long- and short-term causal relationships between asset markets are examined in this study. The research uses a ‘Vector Error Correction Model (VECM)’ and an ‘Autoregre...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
EconJournals
2024-05-01
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| Series: | International Journal of Energy Economics and Policy |
| Subjects: | |
| Online Access: | https://www.econjournals.com.tr/index.php/ijeep/article/view/15678 |
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