GLOBAL MARKETS EFFECT ON STOCK MARKET VOLATILITY WITH REFERENCE TO SAARC NATIONS – A STUDY

The south Asian countries economy is growing significantly for two decades. Among the SAARC nations, Chinese and Indian economies growth is observed to be tremendous. The present study is attempting to know the equity markets performance of SAARC nations. The study has considered the secondary data from the period of 2015 to 2020. The study measured the returns performance. The Modigliani approach stated that the Indian and Pakistan countries risk-return performance found to be greater than other SAARC nations. The study examined the volatility of the markets with the help of the ARCH model and found that the Indianko and Bangladesh stock markets volatility were significantly influenced higher by the global equity market benchmark index volatility. This paper is mainly use the institutional investors, academicians, and various stakeholders of SAARC nations.