Cointegration and Causality between Macroeconomic variables and Stock Prices: Empirical Analysis from Indian Economy
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- Anita Radman Peša & Elżbieta Wrońska-Bukalska & Jurica Bosna, 2017. "ARDL panel estimation of stock market indices and macroeconomic environment of CEE and SEE countries in the last decade of transition," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 16(3), pages 205-221, December.
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Keywords
Stock price; Fiscal deficit; ARDL; VECM; VDC; IRF; India;All these keywords.
JEL classification:
- R00 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - General - - - General
- Z0 - Other Special Topics - - General
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