Volatility in Indian stock markets in recent years
CHAKRABARTI, GAGARI
Volatility in Indian stock markets in recent years Transmission from domestic sectors - 2013 - 883-894
The paper seeks to explore possible volatility transmission mechanism within the economy, if any for stock market in recent years. Specifically, it tries to explore whether sectoral shocks are being transmitted to the market and vice versa. The capital goods and the consumer durable sectors are the two most predominant sectors, their contribution to the volatality of SENSEX being the most. Among the major findings, this paper discerns that market to sector volatility transmission has beenmore prominent in case of BSE SENSEX than BSE200.
STOCK MARKET
332.6322
Volatility in Indian stock markets in recent years Transmission from domestic sectors - 2013 - 883-894
The paper seeks to explore possible volatility transmission mechanism within the economy, if any for stock market in recent years. Specifically, it tries to explore whether sectoral shocks are being transmitted to the market and vice versa. The capital goods and the consumer durable sectors are the two most predominant sectors, their contribution to the volatality of SENSEX being the most. Among the major findings, this paper discerns that market to sector volatility transmission has beenmore prominent in case of BSE SENSEX than BSE200.
STOCK MARKET
332.6322