Investigating causal relationship between stock return with respect to exchange rate and FII: evidence from India
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References listed on IDEAS
- Takeshi Inoue, 2009.
"The Causal Relationships in Mean and Variance between Stock Returns and Foreign Institutional Investment in India,"
Margin: The Journal of Applied Economic Research,
National Council of Applied Economic Research, vol. 3(4), pages 319-337, October.
- Inoue, Takeshi, 2008. "The causal relationships in mean and variance between stock returns and foreign institutional investment in India," IDE Discussion Papers 180, Institute of Developing Economies, Japan External Trade Organization(JETRO).
- Ozturk, Ilhan & Kalyoncu, Huseyin, 2007.
"Foreign Direct Investment and Growth: An Empirical Investigation based on Cross-Country Comparison,"
Economia Internazionale / International Economics,
Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 60(1), pages 75-81.
- Ozturk, Ilhan & Kalyoncu, Huseyin, 2007. "Foreign Direct Investment and Growth: An Empiricial Investigation Based on Cross-Country Comparison," MPRA Paper 9636, University Library of Munich, Germany.
- Naeem Muhammad & Abdul Rasheed, 2002. "Stock Prices and Exchange Rates: Are they Related? Evidence from South Asian Countries," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 41(4), pages 535-550.
More about this item
KeywordsUnit root test; Cointegration; Granger causality; Exchange rate; Stock return; FII;
- C0 - Mathematical and Quantitative Methods - - General
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
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