Tripathy, Naliniprava - In: International Journal of Accounting and Finance 3 (2012) 4, pp. 291-307
This study examines the causal and long-term equilibrium relationships between macroeconomic variables and the Indian stock market during the period January 2005 to December 2009 by using Toda-Yamamoto Granger causality test, Johansen's cointegration tests, variance decomposition and impulse...