Linkages Between Macroeconomic Variables and the BSE Stock Indices :An Application of the Vector Error Correction Model

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Linkages Between Macroeconomic Variables and the BSE Stock Indices :An Application of the Vector Error Correction Model

The research analyses relationships among macroeconomic variables and BSE Stock Indices from April, 1999 to March, 2007. By employing the Johansen's Vector Error Correction Model, results indicate that the impact of macroeconomic variables on the fundamental indices and sectoral indices vary, n...

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Bibliographic Details
Main Author:	Shah, Preksha
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2007
Subjects:	BSE Sensex capital doods index consumer durables index cointegration analysis impulse response functions
Online Access:	https://eprints.nottingham.ac.uk/21385/

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