Impact of macroeconomic variables on Small, Mid and Large Cap stocks : a comparative study of India using VAR approach
Shukrant Jagotra and Amanpreet Singh
| Year of publication: |
January-June 2018
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|---|---|
| Authors: | Jagotra, Shukrant ; Amanpreet Singh |
| Published in: |
Mudra : journal of finance and accounting. - Delhi : Journal Press India, ISSN 2347-4467, ZDB-ID 2806339-9. - Vol. 5.2018, 1, p. 90-101
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| Subject: | Stock Prices | Macroeconomic Variables | Unit-Root Test | Unrestricted VAR | Granger Causality | VAR-Modell | VAR model | Indien | India | Börsenkurs | Share price | Kausalanalyse | Causality analysis | Wirkungsanalyse | Impact assessment | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.17492/mudra.v5i01.13038 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011981309