000 01335nam a2200217Ia 4500
008 210223s9999 xx 00 und d
100 _aAshwani
_9403
520 _a"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."
650 _aFinance
_9404
654 _a MIDAS GARCH
654 _a Stock Market
654 _a Volatility
654 _aMacroeconomic indicators
773 _tINDIAN JOURNAL OF FINANCE
942 _cAR
245 _aIndian Stock Market Volatility and Economic Fundamentals MIDAS Approach
260 _c2018-08-28
300 _a15
440 _p8
_v12
_9405
700 _aSheera Ved Pal
_9406
999 _c35918
_d35918