Aug 2026· Journal of Modern Management & Entrepreneurship· Vol 16, pp. 52-57· 0 citations
Abstract
This research study investigates the impact of macroeconomic factors on the behavioural dynamics of the NSE Nifty 50 market index, with particular emphasis on return volatility, risk characteristics, and cointegration relationships. The empirical analysis employs a robust econometric framework encompassing descriptive statistics, regression analysis, ARCH, and GARCH (1,1) models, complemented by cointegration testing, applied to a monthly return series comprising 60 observations spanning April 2021 to March 2026, derived from monthly closing prices sourced from the Yahoo Finance database. The findings of the study reveal that the price behavior of the select macroeconomic variables exerted a statistically significant influence on the volatility of the Nifty market index, thereby underscoring the intricate interdependence between macroeconomic fundamentals and equity market risk dynamics within the Indian financial ecosystem.
The present study examines the impact of selected macroeconomic variables on stock market performance in India, with specific reference to the Nifty 50 Index during the period from June 2025 to May 2026. The study aims to analyse the movement of Nifty 50 closing values and to evaluate the influence of CPI inflation, re...
Christian Orlin Wilsonbhai, Dixitabahen M. Oza· Vidhyayana· 0 citations
Over the past few years, a multitude of investors have suffered significant financial losses due to erroneous stock market predictions. The inherent difficulty in forecasting market trends establishes the core objective of this research. Investor risk can be mitigated, and predictive accuracy enhanced, if market partic...
A. Purohit, Piyush Kumar· Adolescência e Saúde· 0 citations
In today's globalized economy, the performance of stock markets has become more interconnected. For investors, legislators, and organizations looking to evaluate risk and optimize returns, it is essential to comprehend these connections. The NASDAQ (USA), Nikkei 225 (Japan), FTSE 100 (UK), and Euro Stoxx 50 (Europe) ar...
This study investigates the empirical relationship between macro-economic variables such as consumer price index (CPI), gold prices, index of industrial production (IIP), trade balance and crude oil prices – and the direction, magnitude and persistence of their bilateral interactions in the Indian market.
Mo...
Sarishma Sharma, Mohit Gupta· Journal of Agribusiness in D...· 0 citations
This study investigated the impact of key macroeconomic indicators on the price movements
of listed stocks in the Nigerian capital market, with a view to understanding the extent to
which macroeconomic fundamentals influence equity performance. Drawing on quarterly
data from 2013 to 2023, the study focused on indicator...
I. Areghan· IIARD INTERNATIONAL JOURNAL...· 0 citations
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