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EMPIRICAL ANALYSIS OF STOCK MARKET VOLATILITY AND MACROECONOMIC VOLATILITY IN INDIA

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Figure

Table 4: Summary statistics of Annualized Volatility
Table 5: Mean Spillover Table
Table 6: Volatility Spillover Table
Figure 4a. Total Mean Spillover for all five variables (60- months rollingWindow, 10 months forecast horizon)
+6

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