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Economic policy uncertainty and the Indian economy.

As businesses, consumers, and investors make key financial decisions amid Economic Policy Uncertainty (EPU), there is the danger that many might freeze investment projects and hiring, leading to contractions of the economy. This book examines this and makes important recommendations.

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Ghosh, Raktim
Formato: Electrónico eBook
Idioma:Inglés
Publicado: London, United Kingdom : Emerald Group Publishing, 2023.
Colección:Emerald points.
Temas:
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Intro
  • Half Title Page
  • Title Page
  • Copyright Page
  • Dedication Page
  • Contents
  • List of Tables and Figures
  • List of Abbreviations
  • About the Authors
  • Preface
  • Acknowledgements
  • 1: Introduction
  • 1.1. Background of the Study
  • 1.2. Literature Survey
  • 1.3. Research Gaps
  • 1.4. Objectives of the Study
  • 1.5. Research Methodology
  • 1.5.1. Break Point Unit Root Test
  • 1.5.2. Johansen Co-integration Test
  • 1.5.3. Wald Test
  • 1.5.4. Granger Causality Test
  • 1.5.5. Vector Error Correction Model (VECM)
  • 1.5.6. MRS Model
  • 1.5.7. DCC-MGARCH Model
  • 1.5.8. FIGARCH Model
  • 1.6. Significance of the Study
  • 1.7. Chapter Planning of the Study
  • 2: Economic Policy Uncertainty (EPU) in the Indian Context
  • 2.1. Introduction
  • 3: Macroeconomic Indicators and Indian Stock Markets: An Overview
  • 3.1. Introduction
  • 3.2. Export
  • 3.3. Import
  • 3.4. Foreign Direct Investment
  • 3.5. Foreign Portfolio Investment
  • 3.6. T-Bill (364 Days)
  • 3.7. Gross Domestic Product
  • 3.8. Bombay Stock Exchange
  • 3.9. National Stock Exchange
  • 4: Effects Of Economic Policy Uncertainty On Indian Economy And Stock Markets In Times Of COVID-19 Crisis
  • 4.1. Introduction
  • 4.2. Descriptive Statistics
  • 4.3. Wald Test
  • 4.4. Granger Causality Test
  • 4.5. Fractionally Integrated Generalized Autoregressive Conditional Heteroscedasticity (FIGARCH (1,1)) Model
  • 5: Impact of the Russia-Ukraine Conflict on the Indian Economy
  • 5.1. Introduction
  • 5.2. Economic Waves of the Russia-Ukraine Conflict: Global Perspective
  • 5.3. Effects of the Russia-Ukraine Conflict in the Light of India
  • 5.4. Effects of Crude Oil Price on the Indian Stock Market and the REER
  • 5.4.1. Descriptive Statistics
  • 5.4.2. Breakpoint Unit Root Test
  • 5.4.4. Fractionally Integrated GARCH (FIGARCH (1,1)) Model
  • 5.4.5. Dynamic Conditional Correlation
  • Multivariate GARCH (DCC-MGARCH (1,1)) Model
  • 6: Empirical Data Analysis And Findings of The Study
  • 6.1. Introduction
  • 6.2. Descriptive Statistics
  • 6.3. Breakpoint Unit Root Test
  • 6.4. Johansen Co-integration Test
  • 6.5. Wald Test
  • 6.6. Vector Error Correction Model
  • 6.7. Granger Causality Test
  • 6.8. MRS Model
  • 6.9. FIGARCH (1,1) Model
  • 6.10. DCC-MGARCH (1,1) Model
  • 7: Conclusions And Recommendations
  • 7.1. Conclusions
  • 7.2. Recommendations
  • 7.3. Policy Implications
  • 7.4. Limitations of the Study
  • 7.5. Further Scope of Research
  • Bibliography
  • Websites
  • Appendices
  • Index