This paper investigates the volatility dynamics of stock market by using daily data of the NIFTY index of NSE during its pre and post derivative period from Jan 2000 to Dec 2014. The volatility in the Indian stock market exhibits characteristics similar to those found earlier in many of the...

The study investigates the relationships between the Indian stock market index (BSE Sensex) and five macroeconomic variables, namely, industrial production index, wholesale price index, money supply, treasury bills rates and exchange rates over the period January 2007 to March 2014. Johansen's...

The study investigates the relationships between exchange rate and stock price over the period January 2007 to March 2014. Index National Stock Exchange, namely, NIFTY is used as indicator of stock price. Johansen's co-integration and Granger causality test have been applied to explore the...