Does US financial stress explain risk-return dynamics in Indian equity market? : a logistic regression approach
Amanjot Singh, Parneet Kaur
| Year of publication: |
March 2017
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|---|---|
| Authors: | Amanjot Singh ; Kaur, Parneet |
| Published in: |
Vision : the journal of business perspective. - Gurgaon, ISSN 0972-2629, ZDB-ID 2436323-6. - Vol. 21.2017, 1, p. 13-22
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| Subject: | Equity market | financial stress | India | Markov regime switch | risk-return | US | Indien | Aktienmarkt | Stock market | Markov-Kette | Markov chain | Kapitaleinkommen | Capital income | Finanzkrise | Financial crisis | Finanzmarkt | Financial market | Volatilität | Volatility | Regressionsanalyse | Regression analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1177/0972262917695116 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011707929