Relationship Between Conditional Volatility of Domestic Macroeconomic Factors and Conditional Stock Market Volatility: Some Further Evidence from India - Kumari, Jyoti; Mahakud, Jitendra (Asia-Pacific financial markets, 2015)
Keywords: Consumer Price Index; Discount rates; Econometrics; Economic Theory/Quantitative Economics/Mathematical Methods; Economics and Finance; Equity; Finance; Foreign exchange rates; GDP; Gross Domestic Product; Industrial production; Institutional investments; Interest rates; International Economics; Liberalization; Macroeconomics; Macroeconomics/Monetary Economics//Financial Economics; Rates of return; Securities markets; Stock exchanges; Studies; Volatility; India; C3; E5; Macroeconomic fundamentals; C58; Autoregressive conditional heteroskedastic (ARCH) models; Conditional stock market volatility; Vector autoregressive model (VAR); C2