Modelling stock returns in 'Volatility-in-mean' framework under up and down market movements

Kundu, Srikanta2016-06-202016-06-202013-07166p.http://hdl.handle.net/10263/6166Thesis is under the supervision of Prof. Nityananda SarkarenForeign tradeStock marketMarket movementsMarkets up and downModelling stock returns in 'Volatility-in-mean' framework under up and down market movementsa multi-country studyThesis