The dynamics of macroeconomic variables in Indian stock market: a Bai–Perron approach
Author:
Affiliation:
1. Goa Business School, Goa University, Taleigao, India
Funder
funding
Publisher
Informa UK Limited
Subject
Economics and Econometrics,Finance
Link
https://www.tandfonline.com/doi/pdf/10.1080/17520843.2019.1641533
Reference24 articles.
1. Adam, A.M., and G. Tweneboah 2008. Macroeconomic factors and stock market movement: Evidence from Ghana. SSRN Database. http://ssrn.com/abstract=1289842.
2. Bilson, C., T. Brailsford, and V.J. Hooper 1999. Selecting macroeconomic variables as explanatory factors of emerging stock market returns. SSRN Database. http://ssrn.com/abstract=201908
3. Engle, R.F., E. Ghysels, and B. Sohn 2008. On the economic sources of stock market volatility. AFA 2008 New Orleans Meetings Paper. SSRN Database. http://ssrn.com/abstract=971310.
4. Flannery, M.J., and A. Protopapadakis 2001. Macroeconomic factors do influence aggregate stock returns. SSRN Database. http://ssrn.com/abstract=314261.
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