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Please use this identifier to cite or link to this item: http://10.1.7.192:80/jspui/handle/123456789/7601
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dc.contributor.authorRajurkar, Atharva-
dc.date.accessioned2017-07-26T05:06:21Z-
dc.date.available2017-07-26T05:06:21Z-
dc.date.issued2017-05-
dc.identifier.urihttp://hdl.handle.net/123456789/7601-
dc.description.abstractStock 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.en_US
dc.publisherInstitute of Technologyen_US
dc.relation.ispartofseries15MCEI01;-
dc.subjectComputer 2017en_US
dc.subjectProject Report 2017en_US
dc.subjectComputer Project Reporten_US
dc.subjectProject Reporten_US
dc.subject15MCEIen_US
dc.subject15MCEI01en_US
dc.subjectINSen_US
dc.subjectINS 2017en_US
dc.subjectCE (INS)en_US
dc.titleDynamic Linkages in Stock Marketen_US
dc.typeDissertationen_US
Appears in Collections:Dissertation, CE (INS)

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