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http://ir.nbu.ac.in/handle/123456789/2934| Title: | News of Inflation and Effect on Stock Prices in India |
| Other Titles: | ANWESHAN, Vol. 2, No. 1, March 2014, p 1 - 26 |
| Authors: | Sahu, Tarak Nath Bandopadhyay, Kalpataru Mondal, Debasish |
| Keywords: | Inflation Rate Stock Market Cointegration Granger Causality Test |
| Issue Date: | Mar-2014 |
| Publisher: | University of North Bengal |
| Abstract: | The article investigates into the impact of the inflation rate on stock market in India during the period 1993 to 2013. The study explores into the long-run co-movement between the rate of inflation and stock prices in India and attempts to reveal whether inflation rate causes stock market movement in India. The study also reveals that both the Indian stock markets are strongly exogenous in the sense that shocks to inflation rate explain only a small portion of the forecast variance error of the market indices and notices that a positive shock on inflation rate has a negative and persistent effect on Indian stock markets. |
| URI: | http://ir.nbu.ac.in/handle/123456789/2934 |
| ISSN: | 2321-0370 |
| Appears in Collections: | Vol. 2 No. 1 (March 2014) |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| Article-1.doc.pdf | News of Inflation and Effect on Stock Prices in India | 714.82 kB | Adobe PDF |  View/Open |
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