Stock Market Volatility research paper - India Volatility index
4 reasons for market volatility in India - Meaningful Minutes | Kotak Securities®
Mr Chandan has close to two decades of experience in the Indian markets, during which he has held various research and fund management assignments. He has previously had stints with Strategic Capital Corp. Choose your reason below and click on the Report button. This will alert our moderators to take action.
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Notwithstanding its impressive contributions to empirical financial economics, there remains a significant gap in the volatility literature, namely its relative neglect of the connection between macroeconomic fundamentals and asset return volatility. We progress by analyzing a broad international cross section of stock markets covering approximately forty countries. We find a clear link between macroeconomic fundamentals and stock market volatilities, with volatile fundamentals translating into volatile stock markets. We gratefully dedicate this paper to Rob Engle on the occasion of his 65th birthday.