International Journal of Management, IT and Engineering
Year : 2019, Volume : 9, Issue : 3
First page : ( 319) Last page : ( 331)
Online ISSN : 2249-0558.

Volatility in the flows of Indian Foreign investments (Pre-During-Post Global Meltdown and European Sovereign Debt Crisis Period)

Dr. Malik Aarti Ohri

Online published on 24 October, 2019.

Abstract

This paper is completely devoted to accomplish an important objective of the present study that is to analyze the volatility in the Indian Foreign Investments. For such analysis the monthly volatility in the inflows of Indian foreign portfolio investments showing net investment values in both debt and equity during different time phase (Pre-During-Post) of two major global financial crises (the US crisis and the European Sovereign Debt Crisis) were taken into consideration. Forcalculating the volatility, interday return has been calculated with the help of the Microsoft Excel Spreadsheet. The study revealed thatthere exist a high volatility in Equity at the post US crisis period, pre and during crisis stage showedlow volatility. On the other hand in Debt higher volatility was found at post crisis, then during and low at pre US crisis stage. For E.U crisis there exist a high volatility in both Equity and Debt at during period and low at pre crisis stage of EU crisis.

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Keywords

Foreign Portfolio Investments(FPI's), Volatility, Global Financial Crisis.

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