Impact of the political environment on the stock market : an analysis using dummy variables and the GARCH models
Harshit Agarwal, Rashi Agarwal
| Year of publication: |
April 2018
|
|---|---|
| Authors: | Agarwal, Harshit ; Agarwal, Rashi |
| Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 17.2018, 4, p. 481-487
|
| Subject: | Political environment | Stock market | Dummy variables | GARCH model | India | Elections | News | Events | ARCH-Modell | ARCH model | Aktienmarkt | Indien | Börsenkurs | Share price | Schätztheorie | Estimation theory | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011913162