An empirical analysis of the Co-movement of Crude, Gold, Rupee-Dollar Exchange rate and Nifty 50 Stock Index during Sub-prime and Coronavirus crisis periods
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More about this item
Keywords
Sub-Prime Crisis; Coronavirus Crisis; ADF Breakpoint; Co-integration ; VAR; Impulse Response;All these keywords.
JEL classification:
- G0 - Financial Economics - - General
- G01 - Financial Economics - - General - - - Financial Crises
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- Q0 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - General
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