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 the two macroeconomic variables of Exchange rates and Crude oil prices in India. The result indicates that there exists cointegration between the variables an...
| Main Authors: | , |
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| Format: | Conference or Workshop Item |
| Language: | English |
| Published: |
2015
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| Online Access: | http://psasir.upm.edu.my/id/eprint/64433/1/E13C13_KLIBEL6_Econ_36_h0FV795Ow9.pdf |