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Modeling the relationship among the stock market, gold price, oil price and exchange rate: A VECM and VDA approach Cover

Modeling the relationship among the stock market, gold price, oil price and exchange rate: A VECM and VDA approach

Financial Internet Quarterly
Volume 21 (2025): Issue 1 (March 2025)
By: Pravin Kumar Agrawal and  Mohit Kumar  
Open Access
|Mar 2025
Authors

Authors

Pravin Kumar Agrawal

drpravinagrawal@csjmu.ac.in

School of Business Management, Chhatrapati Shahu Ji Maharaj University Kanpur, India

Mohit Kumar

drmohit.kumar07@gmail.com

School of Business Management, Chhatrapati Shahu Ji Maharaj University Kanpur, India
DOI: https://doi.org/10.2478/fiqf-2025-0001 | Journal eISSN: 2719-3454
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Language: English
Page range: 1 - 14
Submitted on: Jun 12, 2024
Accepted on: Nov 11, 2024
Published on: Mar 26, 2025
Published by: University of Information Technology and Management in Rzeszow
In partnership with: Paradigm Publishing Services
Publication frequency: 4 issues per year
Keywords:
Nifty 50,
Johansen Cointegration Test,
Vector Error Correction Model,
Variance Decomposition Analysis,
Impulse Response Function,
Augmented Dickey Fuller Test
Related subjects:
Business and economics,
Political economics,
Economic theory, systems and structures,
Microeconomics,
Macroeconomics,
Public finance and fiscal theory

© 2025 Pravin Kumar Agrawal, Mohit Kumar, published by University of Information Technology and Management in Rzeszow
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.

Volume 21 (2025): Issue 1 (March 2025)
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