Indian Stock Market Volatility and Economic Fundamentals MIDAS Approach
Ashwani
Indian Stock Market Volatility and Economic Fundamentals MIDAS Approach - 2018-08-28 - 15 - 8 12 .
"Since the onset of endogenous growth theory, financial development has remained a centre place among policymakers and academicians for its multifold roles in accumulation of productive assets in an economy. Partially the capital market has also provided advantages to the stakeholders through diversification of risk, amelioration of liquidity risk, discovery of asset prices etc. Inthis regard numerous studies have tried to capture the dynamics of stock markets across countries and within countries. the study observed that macroeconomic variables such as exchange rate, money supply, treasury bills rate, along with the controlling variables of net foreign institutional investment and stock turnover ratio had predictable capacity for stock market volatility."
Finance
MIDAS GARCH
Stock Market
Volatility
Macroeconomic indicators
Indian Stock Market Volatility and Economic Fundamentals MIDAS Approach - 2018-08-28 - 15 - 8 12 .
"Since the onset of endogenous growth theory, financial development has remained a centre place among policymakers and academicians for its multifold roles in accumulation of productive assets in an economy. Partially the capital market has also provided advantages to the stakeholders through diversification of risk, amelioration of liquidity risk, discovery of asset prices etc. Inthis regard numerous studies have tried to capture the dynamics of stock markets across countries and within countries. the study observed that macroeconomic variables such as exchange rate, money supply, treasury bills rate, along with the controlling variables of net foreign institutional investment and stock turnover ratio had predictable capacity for stock market volatility."
Finance
MIDAS GARCH
Stock Market
Volatility
Macroeconomic indicators