Advances in Consumer Research
Issue 2 : 1092-1100
Original Article
Econometric Assessment of Global Shock Effects on Indian Stock Market Volatility Foreign Investment and Stability
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 ,
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1
Professor and Director, Innocent Hearts Group of Institutions, Jalandhar, India,
2
Dean, School of Hotel Management, Innocent Hearts Group of Institutions, Jalandhar, India,
3
Assistant Professor, Management Department, Innocent Hearts Group of Institutions, Jalandhar, India,
Abstract

Increasing globalization has intensified the transmission of international economic, geopolitical, and health-related shocks into emerging financial markets, making stock market stability highly sensitive to foreign capital movements and macroeconomic uncertainty. Despite extensive research on crisis-specific behavior, limited long-horizon evidence explains how global shocks collectively influence volatility, foreign institutional investment dynamics, and structural stability in the Indian equity market. Therefore, this study econometrically evaluates the impact of global shocks on market volatility, foreign investment flows, and overall stability in India, with specific emphasis on Foreign Institutional Investment behavior during crisis periods. The analysis uses secondary time-series data from 2000 to 2025, including benchmark indices, foreign investment flows, crude oil prices, exchange rates, and volatility indicators, supplemented by primary investor perception data. Quantitative methods such as correlation analysis, multivariate regression modelling, event-study techniques, and volatility estimation are applied to identify transmission mechanisms. Empirical results show that major crises produced substantial market declines, including nearly 52% index contraction during the 2008 financial crisis and about 35% decline during the COVID-19 shock, alongside significant foreign capital outflows and volatility spikes exceeding 300–450% above normal levels. Regression outcomes indicate that explanatory variables account for approximately 74% of market return variation, confirming the dominant influence of foreign investment flows, oil prices, exchange rates, and crisis events on market dynamics. Global shocks cause short-term market instability, but domestic liquidity, regulation, and retail participation support rapid recovery and resilience. The study guides stronger macroeconomic stability and risk management in an interconnected financial system.

 

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