Pal, Santanu Kumar; Garg, Ajay K. - In: Cogent economics & finance 7 (2019) 1, pp. 1-31
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 model. The result of the event analysis indicates that the monetary policy … event study, the VAR analysis found that the other macroeconomic surprise also affects stock return. The study also …