Open AccessA dynamic causality analysis between gold price movements and stock market returns: Evidence from India
Author(s) -
Ankit Kumar,
Ajit Kumar Dash
Publication year - 2020
Publication title -
journal of management research and analysis
Language(s) - English
Resource type - Journals
eISSN - 2394-2770
pISSN - 2394-2762
DOI - 10.18231/2394-2770.2018.0019
Subject(s) - granger causality , augmented dickey–fuller test , economics , gold as an investment , stock (firearms) , unit root test , stock market , unit root , stock market index , econometrics , financial economics , cointegration , monetary economics , geography , context (archaeology) , archaeology