The causal relationships in mean and variance between stock returns and foreign institutional investment in India
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Other versions of this item:
- Takeshi Inoue, 2009. "The Causal Relationships in Mean and Variance between Stock Returns and Foreign Institutional Investment in India," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 3(4), pages 319-337, October.
References listed on IDEAS
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- Kumar, Sundaram, 2009. "Investigating causal relationship between stock return with respect to exchange rate and FII: evidence from India," MPRA Paper 15793, University Library of Munich, Germany.
More about this item
KeywordsCausality; Cross correlation; Foreign institutional investment; India; Stock price; 因果性; 相互相関分析; 外国機関投資; インド; 株価;
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- F21 - International Economics - - International Factor Movements and International Business - - - International Investment; Long-Term Capital Movements
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2009-01-03 (All new papers)
- NEP-CWA-2009-01-03 (Central & Western Asia)
- NEP-MAC-2009-01-03 (Macroeconomics)
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