Macroeconomic shocks, market uncertainty and speculative bubbles : a decomposition-based predictive model of Indian stock markets
Indranil Ghosh, Tamal Datta Chaudhuri, Sunita Sarkar, Somnath Mukhopadhyay and Anol Roy
| Year of publication: |
2025
|
|---|---|
| Authors: | Ghosh, Indranil ; Chaudhuri, Tama Datta ; Sakar, Sunita ; Mukhopadhyay, Somnath ; Roy, Anol |
| Subject: | Indian stock prices | Macroeconomic shocks | Volatility | Ensemble empirical mode decomposition | Fuzzy-C-means clustering | Multiverse optimization | Volatilität | Schock | Shock | Indien | India | Spekulationsblase | Bubbles | Börsenkurs | Share price | Prognoseverfahren | Forecasting model | Aktienmarkt | Stock market | VAR-Modell | VAR model | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/CFRI-09-2023-0237 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015323973