Impact of the FII's Indian equity investment behavior on the BRIC countries' stock market volatility during the Subprime Crisis : an empirical investigation
Year of publication: |
2014
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Authors: | Amanjot Singh ; Kaur, Parneet |
Published in: |
Journal of academic research in economics. - Constanta, ISSN 2066-0855, ZDB-ID 2585685-6. - Vol. 6.2014, 3, p. 336-349
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Subject: | Conditional Variance | Financial Crisis | Foreign Institutional Investors | GARCH model | Unit root test | Finanzkrise | Financial crisis | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Indien | India | Volatilität | Volatility | BRICS-Staaten | BRICS countries | Institutioneller Investor | Institutional investor | Portfolio-Investition | Foreign portfolio investment | Finanzmarkt | Financial market | Kapitaleinkommen | Capital income | Einheitswurzeltest |
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