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3 India Volatility Index (India VIX) and Risk Management in the Indian Stock Market 1. Introduction Investors in financial markets are primarily concerned about the uncertainty in ... Access Document
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Little attention has been paid towards an extensive study of the volatility of the emerging stock market of India. It Engle and Ng (1993) measure the impact of bad and good news on volatility and report an asymmetry in stock market volatility towards good news as compared to bad news. ... View Doc
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