Template-Type: ReDIF-Article 1.0 
Author-Name: Charumathi Balakrishnan
Author-Name: Habeebu Rahman
Author-Email:  profcharu@gmail.com
Author-Workplace-Name:  Department of Management Studies, Pondicherry University, India
Title: Does the United States Bond Yield Affect Foreign Institutional Investor Inflows to India and Indian Stock Market?
Abstract:  We investigate the extent to which the United States (US) bond yield affects foreign institutional investor (FII) inflows and the performance of the Indian stock market using monthly time-series data from 2002 to 2021. We use the vector autoregressive model and apply the Granger causality test to investigate this relationship. We find no short- and long-run relationships among the US bond yield, FII inflows, and India’s stock market performance.
Classification-JEL:  E58 ,G15
Keywords:  US bond yield,Vector autoregression,Granger causality test,Foreign institutional investor inflows,Stock market performance
Journal:  Asian Economics Letters
Pages: 1-7
Volume: 3
Issue: 4
Year:  2022
DOI:  2022/11/08
File-URL:  https://a-e-l.scholasticahq.com/api/v1/articles/37526-does-the-united-states-bond-yield-affect-foreign-institutional-investor-inflows-to-india-and-indian-stock-market.pdf
File-Format:  Application/pdf
Handle:  RePEc:ayb:jrnael:75