IR @ Nirma University
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http://10.1.7.192:80/jspui/handle/123456789/7601| Title: | Dynamic Linkages in Stock Market |
| Authors: | Rajurkar, Atharva |
| Keywords: | Computer 2017 Project Report 2017 Computer Project Report Project Report 15MCEI 15MCEI01 INS INS 2017 CE (INS) |
| Issue Date: | May-2017 |
| Publisher: | Institute of Technology |
| Series/Report no.: | 15MCEI01; |
| Abstract: | Stock market plays an important role in local as well as international economy. It reflects on the economy of a country. This study aims to shed light on dynamic relationship between oil prices and Indian stock market. Dynamic linkages between oil and Indian stock market are studied using Vector Auto-Regressive model on monthly data from 1998 to 2016. The result has shown a statistically significant response of real stock returns towards world oil price shocks but a negative response towards India oil price. World oil price explains more for real stock returns for most indexes than India oil price and Interest Rate. |
| URI: | http://hdl.handle.net/123456789/7601 |
| Appears in Collections: | Dissertation, CE (INS) |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 15MCEI01.pdf | 15MCEI01 | 2.29 MB | Adobe PDF |  View/Open |
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