2016
DOI: 10.1177/0971890716637706
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A Study on Dynamic Relationship Between Oil, Gold, Forex and Stock Markets in Indian Context

Abstract: Indian economy in the recent past had experienced a volatile situation in its financial markets. Forex markets witnessed continuous weakening of rupee against dollar, followed by rise in crude oil prices, gold prices, inflation rate which made RBI to interfere with its hike in policy rates to curb the inflation. Effect of one market on another market is not a new thing, but the variations in the degree of impact and co-movements between the markets need to be examined. The main objective of this article is to … Show more

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Cited by 26 publications
(18 citation statements)
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“…Electronic and printed media which mention that gold is the safest asset during the pandemic play an important role in the people's confusion. The result of this study was supported by oleh Choudhry et al (2015); Ingalhalli & Reddy (2016); Raza et al (2016) studies which explain that the changes in gold price takes positive effect to stock volatility.…”
Section: Dynamic Correlation Between Cspi and Usd/ Idr Exchange Rate supporting
confidence: 77%
“…Electronic and printed media which mention that gold is the safest asset during the pandemic play an important role in the people's confusion. The result of this study was supported by oleh Choudhry et al (2015); Ingalhalli & Reddy (2016); Raza et al (2016) studies which explain that the changes in gold price takes positive effect to stock volatility.…”
Section: Dynamic Correlation Between Cspi and Usd/ Idr Exchange Rate supporting
confidence: 77%
“…Among the commodities, gold prices correlate the highest in absolute value with the exchange rate and the lowest with stock prices in Japan. On the contrary, Ingalhalli et al (2016) find a moderate positive correlation between gold and exchange rates and unidirectional causality from exchange rates to gold prices. They suggest not investing in gold during the crisis period in India.…”
Section: Introductionmentioning
confidence: 71%
“…UK's stock market granger caused exchange rate. Ingalhalli, and Reddy (2016) studied the linkages between oil prices, gold prices, exchange rate and Indian stock market from 2005 to 2015. The study was conducted through Granger Causality test.…”
Section: Literature Reviewmentioning
confidence: 99%