Indian Stock Market Volatility and Economic Fundamentals MIDAS Approach
Series: . 8 ; 12Publication details: 2018-08-28Description: 15Subject(s): In: INDIAN JOURNAL OF FINANCESummary: "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."| Item type | Current library | Status | Barcode | |
|---|---|---|---|---|
| Article | St. Francis Institute of Management and Research | Available | AR0802 |
"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."
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