Pal, Santanu Kumar; Garg, Ajay K. - In: Cogent economics & finance 7 (2019) 1, pp. 1-31
This study analyzes the sensitivity of a series of Indian stock indices for the astonishing component of monetary and macroeconomic policy with the data set from 1st April 2004 to 31st July 2016. The immediate impact is assessed with Event Analysis, and the dynamic effect is analyzed with VAR...