The Time-Varying Risk and Return Trade Off in Indian Stock Markets
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More about this item
KeywordsStock Market Returns; Weak-From Efficiency; India; AR-EGARCH-M model;
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- G1 - Financial Economics - - General Financial Markets
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-FMK-2014-05-09 (Financial Markets)
- NEP-FOR-2014-05-09 (Forecasting)
- NEP-RMG-2014-05-09 (Risk Management)
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