01033pab a2200169 454500 180718b2001 xxu||||| |||| 00| 0 eng d Chaudhuri, Kausik Volatility of stock returns: importance of economic fundamentals 2001 p.3852-856 6 Oct This paper investigates the volatility of stock returns in some Asian emerging markets in terms of the volatility of domestic and external factors. We found that both domestic macroeconomic variables and international variables are found to have explanatory power for stock return volatility. The evidence strongly suggests the presence of a significant contagion effect and integration of capital markets in this region. We also document that the role of government in terms of fiscal and monetary policy in the smooth functioning of the stock market is crucial in this region. - Reproduced Financial markets Koo, Kyojun Economic and Political Weekly 50220 50220 50220 0 0 0 0 IIPA IIPA 2018-07-19 Volume no: 36, Issue no: 40 AR50648 2018-07-19 2018-07-19 AR