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...
Saved in:
Main Authors: | Ali, Hamisu Sadi, Abdullahi, Yakubu John, Zubairu, Abba Nuhu, Yusuf, Mohammed Alhaji |
---|---|
Format: | Article |
Language: | English |
Published: |
IJECM
2016
|
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/ |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
-
Asymmetric co-integration analysis of exchange rates and crude oil prices: evidence from India
by: Ali, Hamisu Sadi, et al.
Published: (2015) -
Dynamic relationship of exchange rates and crude oil prices in South Africa: are there asymmetries?
by: Ali, Hamisu Sadi, et al.
Published: (2015) -
Crude oil price, exchange rate and emerging stock market: evidence from India
by: Sahu, Tarak Nath, et al.
Published: (2014) -
Impact of crude oil price, exchange rates and real GDP on Malaysia's food price fluctuations: symmetric or asymmetric?
by: Wong, Kelly Kai Seng, et al.
Published: (2017) -
Asymmetric effect of real exchange rates and oil prices into inflation: empirical evidence in ASEAN-5
by: Jaratin Lily, et al.
Published: (2021)