Victor, Vijay; K, Dibin K; Bhaskar, Meenu; Naz, Farheen - In: Journal of risk and financial management : JRFM 14 (2021) 1/20, pp. 1-13
INR along with the daily movement of NSE NIFTY for a period spanning 13 years from 6 September 2005 to 31 December 2018 … NIFTY and the exchange rates under study. However, the VAR-based Granger causality test shows that USD, JPY, and CNY have … short-run causal relationship with NSE NIFTY. The NSE NIFTY also seemed to have an influence on USD expressed in terms of …