Volume : V, Issue : X, October - 2016

Relationship between the Gold Prices and Exchange Rate of US dollar in India and China.

Shripad Marathe

Abstract :

 The paper studies Impact of Inflation, Crude Oil prices and Exchange Rate on Gold Prices Fluctuations in India, China and USA. Applying co-integration and vector error correction models (VECM), Vector Auto Regression (VAR) and Granger Causality to data for 1996–2015 and found Exchange Rate has the short term relationship and there is Unidirectional Causality in India and China shows there is positive insignificant short term relationship between the Exchange Rate and it have Unidirectional Causality.

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Article: Download PDF    DOI : https://www.doi.org/10.36106/gjra  

Cite This Article:

Shripad Marathe Relationship between the Gold Prices and Exchange Rate of US dollar in India and China. Global Journal For Research Analysis,Volume-5, Issue-10, October‾2016

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