Victor, Vijay; K, Dibin K; Bhaskar, Meenu; Naz, Farheen - In: Journal of risk and financial management : JRFM 14 (2021) 1/20, pp. 1-13
This study aims at examining the short-run and long-run dynamic linkages among exchange rates and stock market index in India through a structured cointegration and Granger causality tests. Daily exchange rates of USD, EUR, CNY, JPY, and GBP to INR along with the daily movement of NSE NIFTY for...