Karmakar, Madhusudan

Asymmetric volatility and risk-return relationship in the Indian stock market - 17p.


Structural break
Volatility clustering
Asymmetric volatility
GARCH
EGARCH
ARDI
Investment
Economic growth
Indian Ocean tsunami
Reconstruction package
Poverty
Development
Population
Financial liberalization
GTAP
Economic
Free Trade Agreement
General equilibrium
India
Bangladesh
GCC
International trade
India
Kelegama, Saman
IPS
Exports

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