Karunanithy Banumathy

Department of Commerce, Kanchi Mamunivar Center for Postgraduate Studies, (Autonomous “A” Grade Centre with Potential for Excellence by UGC), Lawspet, Puducherry, India

[ 1 ] - Long-Run and Short-Run Causality between Stock Price and Gold Price: Evidence of VECM Analysis from India

The prime objective of the study is to identify the long-run and short-run relationship between Indian stock price viz., BSE SENSEX (hereafter named as BSE) and gold price (GOLD) in India. The daily closing price data were collected for the period of ten years ranging from 1st April 2004 to 31st March 2014 with 2490 observations. The study employed two models: Model one us...

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