Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource Articles Article Faculty Publications -Articles Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource Investigating the Dynamic Interlinkages between Exchange Rates and the NSE NIFTY Index Subject The topic of the resource currencies; Granger causality; impulse response; NIFTY Description An account of the resource This study aims at examining the short-run and long-run dynamic linkages among exchange rates and stock market index in India through a structured cointegration and Granger causality tests. Daily exchange rates of USD, EUR, CNY, JPY, and GBP to INR along with the daily movement of NSE NIFTY for a period spanning 13 years from 6 September 2005 to 31 December 2018 were used for the analysis. The results reveal that there is no evidence for a stable long-run relationship between NSE NIFTY and the exchange rates under study. However, the VAR-based Granger causality test shows that USD, JPY, and CNY have short-run causal relationship with NSE NIFTY. The NSE NIFTY also seemed to have an influence on USD expressed in terms of Indian rupee. The impulse response analysis further supports the results of the Granger causality test and provides information on the time required for the NSE NIFTY index to recover from a shock caused by the fluctuation in exchange rates. 2021 by the authors. Creator An entity primarily responsible for making the resource Victor V.; Dibin K.K.; Bhaskar M.; Naz F. Source A related resource from which the described resource is derived Journal of Risk and Financial Management, Vol-14, No. 1 Publisher An entity responsible for making the resource available Multidisciplinary Digital Publishing Institute (MDPI) Date A point or period of time associated with an event in the lifecycle of the resource 2021-01-01 Identifier An unambiguous reference to the resource within a given context <a href="https://doi.org/10.3390/jrfm14010020" target="_blank" rel="noreferrer noopener">https://doi.org/10.3390/jrfm14010020</a> <br /><br /><a href="https://www.scopus.com/inward/record.uri?eid=2-s2.0-85131740574&amp;doi=10.3390%2Fjrfm14010020&amp;partnerID=40&amp;md5=9cd8dbe038a38416e83211a493e03410" target="_blank" rel="noreferrer noopener">https://www.scopus.com/inward/record.uri?eid=2-s2.0-85131740574&amp;doi=10.3390%2fjrfm14010020&amp;partnerID=40&amp;md5=9cd8dbe038a38416e83211a493e03410</a> Rights Information about rights held in and over the resource All Open Access; Gold Open Access; Green Open Access Relation A related resource ISSN: 19118074 Format The file format, physical medium, or dimensions of the resource Online Language A language of the resource English Type The nature or genre of the resource Article Coverage The spatial or temporal topic of the resource, the spatial applicability of the resource, or the jurisdiction under which the resource is relevant Victor V., Department of Economics, CHRIST (Deemed to Be University), Bangalore, 560029, India; Dibin K.K., Department of MBA, SCMS, Cochin, 683106, India; Bhaskar M., Doctoral School of Management, Indian Institute of Management (IIM), Kozhikode, 673570, India; Naz F., Doctoral School of Management and Business Administration Sciences, Szent Istvan University, Godollo, 2100, Hungary