Asymmetric co-integration analysis of exchange rates and crude oil prices: evidence from India

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Asymmetric co-integration analysis of exchange rates and crude oil prices: evidence from India

Using monthly data from January, 1980 to July 2013, the aim of the article is to find out whether there is cointegrating relationship between exchange rates and crude oil prices in India. The result indicates that there exists cointegration between the variables and speed of adjustment shows symmetr...

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Bibliographic Details
Main Authors:	Ali, Hamisu Sadi, Abdullahi, Yakubu John, Zubairu, Abba Nuhu, Yusuf, Mohammed Alhaji
Format:	Article
Language:	English
Published:	IJECM 2016
Online Access:	http://psasir.upm.edu.my/id/eprint/56397/ http://psasir.upm.edu.my/id/eprint/56397/1/Asymmetric%20co-integration%20analysis%20of%20exchange%20rates%20and%20crude%20oil%20prices%20evidence%20from%20India.pdf

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