Purpose – This study aims to investigate the dynamic relationships between oil price shocks and Indian stock market. Design/methodology/approach – The study used daily data for the period starting from January 2001 to March 2013. In this study, Johansen's cointegration test, vector error...

Purpose– This study aims to investigate the dynamic relationships between oil price shocks and Indian stock market.Design/methodology/approach– The study used daily data for the period starting from January 2001 to March 2013. In this study, Johansen's cointegration test, vector error...

Purpose – This study aims to investigate the dynamic relationships between oil price shocks and Indian stock market. Design/methodolgy/approach - The study used daily data for the period starting from January 2001 to March 2013. In this study, Johansen's cointegration test, vector error...