Open AccessTime Varying Macroeconomic Risk and Industry Stock Returns: Empirical Evidence from India
Author(s) -
Saji Thazhungal Govindan Nair
Publication year - 2013
Publication title -
asian journal of finance and accounting
Language(s) - English
Resource type - Journals
ISSN - 1946-052X
DOI - 10.5296/ajfa.v5i2.4510
Subject(s) - autoregressive conditional heteroskedasticity , diversification (marketing strategy) , economics , stock (firearms) , volatility (finance) , econometrics , stock market , heteroscedasticity , risk premium , financial economics , empirical evidence , business cycle , business , macroeconomics , mechanical engineering , paleontology , philosophy , epistemology , horse , marketing , engineering , biology