A Study On The Effect Of Macroeconomic Variables On Indian Mutual Funds
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A Study On The Effect Of Macroeconomic Variables On Indian Mutual Funds
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Author : Mihir Dash
language : en
Publisher:
Release Date : 2008
A Study On The Effect Of Macroeconomic Variables On Indian Mutual Funds written by Mihir Dash and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008 with categories.
Indian financial markets have witnessed very high levels of volatility in recent months, with a sharp decline in the BSE-SENSEX from a peak of around 21,000 points to a nadir below 11,000 points, with as much as a 700-point fall on one single day. Indian economic conditions have also seemed to stagnate, with an overall slow-down in economic growth, along with the pressures of increasing crude oil prices and increasing inflation. In fact, the overall global scenario has also been quite bleak, especially with the onset of recession in the US. Mutual fund investments, which are generally considered to be less risky than other financial instruments such as shares and debentures, have also suffered in the general atmosphere of volatility. The present study investigates the effect of macroeconomic variables on mutual fund schemes, in terms of returns and volatility. The study uses the Granger causality test to analyze these effects. The results of these causality tests would identify the specific macroeconomic factors which affect the returns and volatility of particular mutual fund schemes, which, on the one hand, would enable fund managers to manage the risk profiles of their portfolios more effectively; and, on the other hand, would enable investors to understand the specific risk factors affecting their investments, so that they can take more informed investment decisions pertaining to mutual funds. The data to be used in the study were the weekly returns and volatilities of different macroeconomic variables, such as market returns (calculated from the BSE-SENSEX), USD/INR and EURO/INR exchange rates, interest rates (Mumbai Inter-Bank Offer rates), inflation rates, and crude oil prices, over the period October '06 - June '08. The weekly returns and volatilities of a sample of major mutual fund schemes over the same period would be considered for the analysis.
Impact Of Macroeconomic Variables On The Performance Of Mutual Funds
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Author : CMA(Dr.) Ashok Panigrahi
language : en
Publisher:
Release Date : 2020
Impact Of Macroeconomic Variables On The Performance Of Mutual Funds written by CMA(Dr.) Ashok Panigrahi and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020 with categories.
Over the period, investment in mutual funds has played an important role in the financial market and its popularity has increased at a very fast rate. India has seen phenomenal growth in both the number and size of diversified equity mutual funds in recent years. The market associated with mutual funds is always subjected to market risk. In such circumstances, it is very hard for the investor to maintain his investment portfolio. Normally the performance of an equity-diversified mutual fund depends upon the stock market performance. In India, the performance of mutual funds has been volatile because of several macro-economic factors. The purpose of this study is to examine the impact of economic events on the risk-adjusted returns/performance of mutual funds in India. The study sought to establish the effect of macroeconomic variables on the financial performance of selected mutual funds in India. For the calculation of impact, researcher has selected four equity mutual funds comprising of Aditya Birla Sun Life Equity Fund, Axis Long Term Equity Fund, ICICI Prudential Long Term Equity Fund and HDFC Equity Fund. The research concludes that the influence of macroeconomic variables is about 52% on the performance of Mutual Funds.
Mutual Funds
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Author : John A. Haslem
language : en
Publisher: John Wiley & Sons
Release Date : 2009-10-08
Mutual Funds written by John A. Haslem and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-10-08 with Business & Economics categories.
An authoritative, must-read guide to making more informed decisions about mutual funds Providing a balance of theory and application, this authoritative book will enable you to evaluate the various performance and risk attributes of mutual funds. It covers a broad range of topics, including understanding the advantages and disadvantages of mutual funds, evaluating stock/bond allocations within fund portfolios, assessing fund diversification risk, measuring fund returns and risk, and making fund buy/sell decisions. While informative chapters combine clear summaries of existing research with practical guidelines for mutual fund analysis, step-by-step decision checklists guide you through the selection of various mutual funds. Puts the risks and rewards of mutual fund investing in perspective Skillfully examines how to select and evaluate the best mutual funds Outlines mutual fund service advantages and disadvantages Discusses the long- and short-term effectiveness of mutual funds Covering major theoretical and management issues in mutual fund analysis and portfolio management, this book is an authoritative guide.
Portfolio Preferences Of Foreign Institutional Investors
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Author : Reena Aggarwal
language : en
Publisher: World Bank Publications
Release Date : 2003
Portfolio Preferences Of Foreign Institutional Investors written by Reena Aggarwal and has been published by World Bank Publications this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003 with Foreign exchange categories.
The Macroeconomic Effects Of Public Investment
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Author : Mr.Abdul Abiad
language : en
Publisher: International Monetary Fund
Release Date : 2015-05-04
The Macroeconomic Effects Of Public Investment written by Mr.Abdul Abiad and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-05-04 with Business & Economics categories.
This paper provides new evidence of the macroeconomic effects of public investment in advanced economies. Using public investment forecast errors to identify the causal effect of government investment in a sample of 17 OECD economies since 1985 and model simulations, the paper finds that increased public investment raises output, both in the short term and in the long term, crowds in private investment, and reduces unemployment. Several factors shape the macroeconomic effects of public investment. When there is economic slack and monetary accommodation, demand effects are stronger, and the public-debt-to-GDP ratio may actually decline. Public investment is also more effective in boosting output in countries with higher public investment efficiency and when it is financed by issuing debt.
Mutual Funds And Institutional Investments
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Author : Estelle James
language : en
Publisher:
Release Date : 2004
Mutual Funds And Institutional Investments written by Estelle James and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004 with categories.
Among three options for c ...
Performance Of Mutual Funds
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Author : G. Gregoriou
language : en
Publisher: Springer
Release Date : 2015-12-04
Performance Of Mutual Funds written by G. Gregoriou and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-12-04 with Business & Economics categories.
This book responds to a growing demand for mutual funds. This timely collection of original papers focuses on changes of international investment in Europe, the US and New Zealand. Using a fresh approach, innovative techniques and various models this book assesses performance and provides an understanding of mutual funds on an international level.
Econometrics For Financial Applications
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Author : Ly H. Anh
language : en
Publisher: Springer
Release Date : 2017-12-18
Econometrics For Financial Applications written by Ly H. Anh and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-12-18 with Technology & Engineering categories.
This book addresses both theoretical developments in and practical applications of econometric techniques to finance-related problems. It includes selected edited outcomes of the International Econometric Conference of Vietnam (ECONVN2018), held at Banking University, Ho Chi Minh City, Vietnam on January 15-16, 2018. Econometrics is a branch of economics that uses mathematical (especially statistical) methods to analyze economic systems, to forecast economic and financial dynamics, and to develop strategies for achieving desirable economic performance. An extremely important part of economics is finances: a financial crisis can bring the whole economy to a standstill and, vice versa, a smart financial policy can dramatically boost economic development. It is therefore crucial to be able to apply mathematical techniques of econometrics to financial problems. Such applications are a growing field, with many interesting results – and an even larger number of challenges and open problems.
Trade Investment And Economic Growth
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Author : Pooja Lakhanpal
language : en
Publisher: Springer Nature
Release Date : 2021-05-10
Trade Investment And Economic Growth written by Pooja Lakhanpal and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-05-10 with Business & Economics categories.
The book contributes to the growing literature pertaining to empirical and policy issues in international trade, foreign capital flows and issues in finance, implications for India and emerging economies related to trade and development interface, and analysis of sector level growth and development in India. Further, the focus is on the policy aspects of these themes and their role in fostering economic development in the context of India and other emerging market economies. The discourse focuses mainly on empirical work and econometric details. The relevant issues are investigated using state of the art techniques such as gravity models, panel co-integration, generalized hyperbolic distributions, SEM, FMOLS and Probit models. In addition, detailed literature survey, discussions on data availability, issues related to statistical estimation techniques and a theoretical background, ensure that each chapter significantly contributes to the ever-growing literature on international trade and capital flows. The readers shall find an engaging dialogue on the crucial role played by policy and the trade-capital flows-growth experience of emerging economies. The book is relevant for those who are interested in contemporary issues in trade, growth and finance as well as for students of advanced econometrics who may benefit from the analytical and econometric exposition. The empirical evidences provided here could serve as ready reference for academicians, researchers and policy makers, particularly in emerging economies facing similar challenges.
An Introduction To Wavelets And Other Filtering Methods In Finance And Economics
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Author : Ramazan Gençay
language : en
Publisher: Elsevier
Release Date : 2001-10-12
An Introduction To Wavelets And Other Filtering Methods In Finance And Economics written by Ramazan Gençay and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001-10-12 with Business & Economics categories.
An Introduction to Wavelets and Other Filtering Methods in Finance and Economics presents a unified view of filtering techniques with a special focus on wavelet analysis in finance and economics. It emphasizes the methods and explanations of the theory that underlies them. It also concentrates on exactly what wavelet analysis (and filtering methods in general) can reveal about a time series. It offers testing issues which can be performed with wavelets in conjunction with the multi-resolution analysis. The descriptive focus of the book avoids proofs and provides easy access to a wide spectrum of parametric and nonparametric filtering methods. Examples and empirical applications will show readers the capabilities, advantages, and disadvantages of each method. The first book to present a unified view of filtering techniques Concentrates on exactly what wavelets analysis and filtering methods in general can reveal about a time series Provides easy access to a wide spectrum of parametric and non-parametric filtering methods
