期刊名称：Journal of Applied Economics and Business Research
电子版ISSN：1927-033X
出版年度：2012
卷号：2
期号：1
页码：2-10
出版社：Journal of Applied Economics and Business Research
摘要：This paper investigates the long run relationship between oil prices and stock prices for India over the period April 2000- June 2011. We employ Auto Regressive Distributed Lag (ARDL) Model that takes into consideration the long run relationship. The results obtained suggest that volatility of stock prices in India have a significant impact on the volatility of oil prices. But a change in the oil prices does not have impact on stock prices.
