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September 10, 2025International Scientific Journal of Engineering and Management

Impact of Macroeconomic Indicators on Stock Market Volatility in India: A Time-Series Analysis

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Authors

CAChandra Prakash Agrawal

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Overview

Time-series analysis reveals no significant causality between GDP growth and stock market volatility, suggesting a need for broader factors.

Key Points

  • Stock market volatility is not primarily driven by GDP growth in India, emphasizing other influencing factors.
  • Analysis from 2007 to 2023 shows volatility clustering, indicating persistent market fluctuations.
  • The augmented Dickey-Fuller test confirmed stock returns stationarity, validating the time-series framework.
  • Findings call for a comprehensive analytical approach to understand dynamics in emerging economies.

Cite This Study

Chandra Prakash Agrawal (2025) studied this question.

synapsesocial.com/papers/68c1c22d54b1d3bfb60ef874https://doi.org/10.55041/isjem04784
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