Macroeconomic surprises and stock market responses—A study on Indian stock market
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 1 April 2004 to 31 July 2016. The immediate impact is assessed with event analysis, and the dynamic effect is analyzed with the Vector Aut...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Taylor & Francis Group
2019-01-01
|
| Series: | Cogent Economics & Finance |
| Subjects: | |
| Online Access: | http://dx.doi.org/10.1080/23322039.2019.1598248 |