Investigating the long term causal relationship among macro economic variables and leading stock market indices of India
Year of publication: |
2015
|
---|---|
Authors: | Manju, K. V. ; Subha, M. V. |
Published in: |
International journal of applied business and economic research. - New Delhi : Serials Publ., ISSN 0972-7302, ZDB-ID 2460416-1. - Vol. 13.2015, 2, p. 587-604
|
Subject: | Macroeconomic variables | stock index | ADF | Johansen cointegration | Granger causality and VECM | Kausalanalyse | Causality analysis | Kointegration | Cointegration | Aktienindex | Stock index | Indien | India | Wirtschaftsindikator | Economic indicator | Aktienmarkt | Stock market | Zeitreihenanalyse | Time series analysis | Börsenkurs | Share price |
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