Impact of Macroeconomic Uncertainty on Stock Market Return Volatility in India : Evidence from Vector Autoregressive (VAR) Analysis

Title

Impact of Macroeconomic Uncertainty on Stock Market Return Volatility in India : Evidence from Vector Autoregressive (VAR) Analysis

Subject

Economics

Description

Pacific Business Review International Vol. 5, Issue 4, pp. 50-62, ISSN No. 0974-438X

Creator

P K , Santhosh Kumar, M A Lagesh and N J Saleena

Publisher

Pacific Business Review International

Date

Language

English

Citation

P K , Santhosh Kumar, M A Lagesh and N J Saleena, “Impact of Macroeconomic Uncertainty on Stock Market Return Volatility in India : Evidence from Vector Autoregressive (VAR) Analysis,” CHRIST (Deemed To Be University) Institutional Repository, accessed October 5, 2024, https://archives.christuniversity.in/items/show/1600.

Output Formats