How important is the stock market wealth effect on consumption in India?
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Goodness C. Aye & Rangan Gupta & Mampho P. Modise, 2015.
"Do Stock Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-varying Vector Autoregressive Model,"
Journal of Emerging Market Finance,
Institute for Financial Management and Research, vol. 14(2), pages 176-196, August.
- Goodness C. Aye & Rangan Gupta & Mampho P. Modise, 2012. "Do Stock Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-Varying Vector Autoregressive Model," Working Papers 201224, University of Pretoria, Department of Economics.
- repec:taf:rjapxx:v:21:y:2016:i:2:p:196-216 is not listed on IDEAS
- Prabu A, Edwin & Bhattacharyya, Indranil & Ray, Partha, 2016. "Is the stock market impervious to monetary policy announcements: Evidence from emerging India," International Review of Economics & Finance, Elsevier, vol. 46(C), pages 166-179.
More about this item
KeywordsConsumption; Stock markets; Financial wealth; Bayesian VAR; C11; E21; E30; G1;
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- E21 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Consumption; Saving; Wealth
- E30 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - General (includes Measurement and Data)
- G1 - Financial Economics - - General Financial Markets
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