Dynamic connection between macroeconomic variables and sectoral stock returns: Evidence from India
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- Wongbangpo, Praphan & Sharma, Subhash C., 2002. "Stock market and macroeconomic fundamental dynamic interactions: ASEAN-5 countries," Journal of Asian Economics, Elsevier, vol. 13(1), pages 27-51.
- Golam Mohammad Wali Ullah & Ashraful Islam & Md. Sohan Alam & Md. Kanon Khan, 2017. "Effect of Macroeconomic Variables on Stock Market Performance of SAARC Countries," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 7(8), pages 770-779.
- Golam Mohammad Wali Ullah & Ashraful Islam & Md. Sohan Alam & Md. Kanon Khan, 2017. "Effect of Macroeconomic Variables on Stock Market Performance of SAARC Countries," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 7(8), pages 770-779, August.
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Keywords
co-integration; ARDL; financial services; FMCG; IT; oil and gas.;All these keywords.
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