Causal Relationships in Mean and Variance between Stock Returns and Foreign Institutional Investment in India
Takeshi Inoue and
Shigeyuki Hamori
Chapter 5 in Indian Economy:Empirical Analysis on Monetary and Financial Issues in India, 2014, pp 53-72 from World Scientific Publishing Co. Pte. Ltd.
Abstract:
The following sections are included:IntroductionLiterature ReviewEmpirical TechniqueDataEmpirical ResultsCausality test based on the LA-VARCausality test based on the CCF approachConcluding RemarksReferences
Keywords: Financial Markets; Indian Economy; Monetary Policy; Poverty-Finance Nexus (search for similar items in EconPapers)
Date: 2014
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Related works:
Journal Article: The Causal Relationships in Mean and Variance between Stock Returns and Foreign Institutional Investment in India (2009) 
Working Paper: The causal relationships in mean and variance between stock returns and foreign institutional investment in India (2008) 
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