Nonlinear causality between crude oil price and exchange rate: A comparative study of China and India

Author:

Prasad Bal Debi,Narayan Rath Badri

Publisher

Elsevier BV

Subject

General Energy,Economics and Econometrics

Reference64 articles.

1. Linear and nonlinear Granger causality: evidence from the FT-SE 100 stock index future market;Abhyankar;J. Futur. Mark.,1998

2. Causality between exports and economic growth in South Africa: evidence from linear and nonlinear tests;Ajmi,2013

3. Oil prices and the rise and fall of the US real exchange rate;Amano;Energy Policy,1998

4. Nonlinear Granger causality in the currency futures returns;Asimakopoulos;Econ. Lett.,2000

5. A general test for nonlinear Granger causality: bivariate model;Baek,1992

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