Shailesh Krishna

Indian Institute of Technology (IIT), Bombay

Powai

IIT Bombay, Powai

Mumbai, Maharashtra 400076

India

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The Effect of Crude Oil Prices on Inflation and Interest Rates in India: Evidence from DCC-GARCH Model

Number of pages: 8 Posted: 28 Jul 2014 Last Revised: 02 May 2015
Akash Malhotra and Shailesh Krishna
Indian Institute of Technology Bombay and Indian Institute of Technology (IIT), Bombay
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Abstract:

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Oil prices, Inflation, DCC-GARCH, Interest rates, Financial crisis.