Risk-Return Trade-Off in Indian Capital Market During Last Two Decades with Special Emphasis on Crisis Period
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- Mohanty, Roshni & P, Srinivasan, 2014. "The Time-Varying Risk and Return Trade Off in Indian Stock Markets," MPRA Paper 55660, University Library of Munich, Germany.
More about this item
KeywordsConditional Volatility; Leverage effect; GARCH-in-mean; Risk-return relationship; Asian crisis; Sub-prime crisis;
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