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

Bhaskar Bagchi and Susmita Chatterjee

MPRA Paper from University Library of Munich, Germany

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

Keywords: crude oil prices; new oil price shock; stock indices exchange rates. (search for similar items in EconPapers)
JEL-codes: F4 F47 (search for similar items in EconPapers)
Date: 2016-10-31
New Economics Papers: this item is included in nep-ene
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Citations: View citations in EconPapers (2)

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