Foreign institutional investments in India : an empirical analysis of dynamic interactions with stock market return and volatility
Vaishali S.Dhingra,ShaileshGandhi and Hemantkumar P.Bulsarac
| Year of publication: |
December 2016
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|---|---|
| Authors: | Dhingra, Vaishali ; Vandhi, Shailesh ; Bulsara, Hemanthkumar P. |
| Published in: |
IIMB management review. - Bangalore : IIMB, ISSN 0970-3896, ZDB-ID 2413253-6. - Vol. 28.2016, 4, p. 212-224
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| Subject: | Foreign institutional investments | Feedback trading | Indian capital market | Impulse response function | TARCH | Vector autoregression | Indien | India | VAR-Modell | VAR model | Volatilität | Volatility | Börsenkurs | Share price | Aktienmarkt | Stock market | Finanzmarkt | Financial market | Portfolio-Investition | Foreign portfolio investment | Institutioneller Investor | Institutional investor | Auslandsinvestition | Foreign investment | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iimb.2016.10.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011868792