Effect of fall in crude oil price on stock indices and exchange rates of India and China.

Bagchi, Bhaskar and Chatterjee, Susmita (2016): Effect of fall in crude oil price on stock indices and exchange rates of India and China.

Abstract

The present study makes an attempt to investigate the effect of sharp continuous falling crude oil prices on stock market indices and exchange rates of India and China. The period of the study spans from July 2009 to May 2016. Multivariate cointegration techniques along with vector error correction mechanism, impulse response functions are employed in this empirical research

• Item Type: MPRA Paper
• Language: English
• Keywords: crude oil prices; new oil price shock; stock indices exchange rates.
• Subjects: F - International Economics > F4 - Macroeconomic Aspects of International Trade and Finance; F - International Economics > F4 - Macroeconomic Aspects of International Trade and Finance > F47 - Forecasting and Simulation: Models and Applications

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