Asymmetric co-integration analysis of exchange rates and crude oil prices: evidence from India
Using monthly data from January, 1980 to July 2013, the aim of the article is to find out whether there is cointegrating relationship between exchange rates and crude oil prices in India. The result indicates that there exists cointegration between the variables and speed of adjustment shows symmetr...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
IJECM
2016
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| Online Access: | http://psasir.upm.edu.my/id/eprint/56397/1/Asymmetric%20co-integration%20analysis%20of%20exchange%20rates%20and%20crude%20oil%20prices%20evidence%20from%20India.pdf http://psasir.upm.edu.my/id/eprint/56397/ http://ijecm.co.uk/volume-iv-issue-1/ |
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