Predicting the Volatility of Stock Markets and Measuring its Interaction with Macroeconomic Variables: Indian Evidence, Case Study of NIFTY and SENSEX

Authors

  • Amit Kumar Jha
  • Nitesh Kumar Singh

Keywords:

Volatility, Stock prices, Macroeconomic Variables, Forecasting

Abstract

This paper investigates the effects of economic factors on India

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Published

2014-03-24

How to Cite

Jha, A. K., & Singh, N. K. (2014). Predicting the Volatility of Stock Markets and Measuring its Interaction with Macroeconomic Variables: Indian Evidence, Case Study of NIFTY and SENSEX. International Journal of Sciences: Basic and Applied Research (IJSBAR), 13(1), 371–393. Retrieved from https://www.gssrr.org/index.php/JournalOfBasicAndApplied/article/view/1867

Issue

Vol. 13 No. 1 (2014)

Section

Articles

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