Abstract
This book presents a thorough investigation into the effects of key macroeconomic factors on stock price volatility, with a particular focus on the Indian stock market. By analyzing the relationship between major stock indices like BSE Sensitive Index and NSE Nifty and various macroeconomic variables such as the Index of Industrial Production, Consumer Price Index, crude oil prices, dollar price, gold prices, and Foreign Institutional Investment, the study offers a comprehensive understanding of the intricate dynamics at play. Utilizing robust statistical techniques, including correlation matrix analysis and econometric regression models, this work sheds light on how these economic indicators influence stock market behavior. The findings provide valuable insights for investors, economists, and policymakers, highlighting the intricate linkages between the economy and financial markets.
Keywords: Macroeconomic Factors, Stock Price Volatility, Indian Stock Market, BSE Sensitive Index, NSE Nifty, Index of Industrial Production, Consumer Price Index, Crude Oil Prices, Dollar Price, Gold Prices, Foreign Institutional Investment, Econometric Regression Models, Stock Market Dynamics.