Causal relationship between commodity and currency futures for the South Asian nations Online publication date: Sun, 07-Feb-2021
by Tarika Singh Sikarwar; Monika Gupta; Supriya Agarwal; Tanvi Saxena
International Journal of Critical Accounting (IJCA), Vol. 11, No. 6, 2020
Abstract: The current study is done with an objective of finding the connection between currency and commodity futures for South Asian nations (Afghanistan, Bangladesh, Bhutan, British India, India, Maldives, Nepal and Sri Lanka). The research was done on the basis of secondary data taken from different sources for commodity and currency exchanges. Cointegration and Granger cause connection between the commodity and currency market for these nations have been checked. The results indicate the presence of this connection for a few nations only. The research adds on to the existing literature.
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