id	author	title	date	pages	extension	mime	words	sentence	flesch	summary	cache	txt
ajfa-4510	Govindan Nair, Saji Thazhungal	Time Varying Macroeconomic Risk and Industry Stock Returns: Empirical Evidence from India	2013	16	.pdf	application/pdf	7042	416	52	Bivariate GARCH M model of Fang and Miller (2002) measured the time varying conditional variances of stock market returns and currency depreciation in five emerging East Asian markets. Abstract This paper searches further evidence for the relation between the time varying macroeconomic conditions and stock returns in India using monthly data during the post 2000 period.	cache/ajfa-4510.pdf	txt/ajfa-4510.txt