Kumari et al., 2015 - Google Patents
Relationship between conditional volatility of domestic macroeconomic factors and conditional stock market volatility: Some further evidence from IndiaKumari et al., 2015
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- 5164666369382835129
- Author
- Kumari J
- Mahakud J
- Publication year
- Publication venue
- Asia-Pacific financial markets
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The present paper empirically examines the theoretical linkage between stock market volatility and macroeconomic volatility in emerging Indian stock market covering the data period from July 1996 to March 2013. Unlike the previous studies, the present study …
- 238000000354 decomposition reaction 0 abstract description 13
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