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This research paper has analyzed the spillover of BSE stock returns by the regime ofmacroeconomic variables. The study selected sample macroeconomic indicators such as FII, IFT,M3, Production Index and WPI from the period of 1-01-2010 to 31.12.2019 from the RBI websiteand www.bseindia.com. The...
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This paper analyzes own and cross shock-volatility spillover effect among the very well known three Asian Stock … Exchange Markets namely India, Singapore and South Korea during boom period, global recession period and post recession period … that the markets exhibit strong own shock (ARCH) and volatility (GARCH) effects in all the above mentioned three periods …
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