Cointegration and nonlinear causality amongst gold, oil, and the Indian stock market: Evidence from implied volatility indices
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DOI: 10.1016/j.resourpol.2017.03.003
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More about this item
Keywords
Implied volatility; Gold; Crude oil; Indian stock market; Cointegration; Nonlinear causality;All these keywords.
JEL classification:
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- Q40 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - General
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