C Alih Khadijah
Biographic Data
| ID | 7544789 |
|---|---|
| NAME | C Alih Khadijah |
| GIVEN NAMES | C Alih |
| FAMILY NAME | Khadijah |
| SIGNATURE | KHADIJAH C A |
| AFFILIATIONS | Universiti Putra Malaysia |
| VERIFIED | No |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 0 |
| AUTHOR COUNT | 1 |
| EDITOR COUNT | 0 |
| FIRST PUBLICATION YEAR | 2019 |
| LATEST PUBLICATION YEAR | 2019 |
| H-INDEX | 0 |
Can oil prices predict the direction of exchange rate movements? An empirical and economic analysis for the case of India
This study investigates whether oil prices have enough predictive information to predict the direction of the movement of exchange rate by examining the type of cointegration relationship between exchange rate and oil prices in India between 1991Q1 and 2013Q1. Our findings suggest the existence of cointegration relationship between exchange rate and oil prices using both Engle–Granger two-step cointegration test and Johansen cointegration test. U…
No prominent works on this page.
Can oil prices predict the direction of exchange rate movements? An empirical and economic analysis for the case of India
This study investigates whether oil prices have enough predictive information to predict the direction of the movement of exchange rate by examining the type of cointegration relationship between exchange rate and oil prices in India between 1991Q1 and 2013Q1. Our findings suggest the existence of cointegration relationship between exchange rate and oil prices using both Engle–Granger two-step cointegration test and Johansen cointegration test. U…
Autoregressive model (1 work) · Cointegration (1 work) · Distributed lag (1 work) · Econometrics (1 work) · Economics (1 work) · Error correction model (1 work) · Exchange rate (1 work) · Financial economics (1 work) · Johansen test (1 work) · Macroeconomics (1 work)