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Nexus Between Indian Financial Markets and Macro-economic Shocks: A VAR Approach
This paper studies the nexus between asset returns volatility in six major segments of Indian financial markets (viz. money, equity, gsec, forex, equity and banking stocks) and macro-economic shocks (viz. GDP, Inflation, Current Account Deficit, market capitalisation to GDP ratio, US Treasury Yield...
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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Springer Japan
2022
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9135313/ http://dx.doi.org/10.1007/s10690-022-09372-w |