Causality between equity mutual fund flows, stock market return and volatility : Indian evidence
Inderjit Kaur, Kamal Vagrecha
| Year of publication: |
2023
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| Authors: | Kaur, Inderjit ; Vagrecha, Kamal |
| Published in: |
International journal of business and globalisation : IJBG. - Genève [u.a.] : Inderscience Enterprises, ISSN 1753-3635, ZDB-ID 2435929-4. - Vol. 35.2023, 1/2, p. 88-106
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| Subject: | causality | EGARCH | mutual funds | stock market | VAR | vector auto regression | volatility | Volatilität | Volatility | Investmentfonds | Investment Fund | Indien | India | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | VAR-Modell | VAR model | Börsenkurs | Share price | Aktienfonds | Equity fund | Kausalanalyse | Causality analysis | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJBG.2023.134390 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014388713