Macroeconomic risk, asymmetric volatility and long-memory dynamics in Indian equity markets: Implications for financial project and risk management
Arshi Firdous; Sarbapriya Ray · DOAJ Open Access Articles
This study tries to assess whether aggregated domestic and global macro-financial conditions can assist to explicate daily equity-market returns and volatility in India and considers the implications for financial risk and project-related decision making. Daily BSE and NSE index returns are analysed for January 2000–March 2024 using principal component analy…
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