Demonetisation upshot on the volatility and returns of banking sector stocks of national stock exchange
Jincy K. John and R. Amudha, M. Muthukamu
| Year of publication: |
2019
|
|---|---|
| Authors: | John, Jincy K. ; Amudha, R. ; Muthukamu, M. |
| Published in: |
International journal of monetary economics and finance. - Genève [u.a.] : Inderscience Enterprises, ISSN 1752-0479, ZDB-ID 2476010-9. - Vol. 12.2019, 5, p. 426-444
|
| Subject: | demonetisation | volatility | GARCH (1,1) model | banking sectoral stocks | private sector banking stocks | public sector banking stocks | pre-demonetisation | post-demonetisation | heteroscedasticity effect | Bank | Indien | India | Volatilität | Volatility | ARCH-Modell | ARCH model | Börsenkurs | Share price | Börsenhandel | Stock exchange trading | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJMEF.2019.102955 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012155074