Published November 30, 2023 | Version CC-BY-NC-ND 4.0
Journal Open

Volatility Analysis of Indian Banking Sector using Bollinger Bands

Creators

  • 1. Assistant Professor, Amity University, Kolkata, Major Arterial Road, Action Area II, Kadampukur Village, Rajarhat, Newtown, Kolkata (West Bengal), India.

Contributors

Researcher:

  • 1. Assistant Professor, Amity University, Kolkata, Major Arterial Road, Action Area II, Kadampukur Village, Rajarhat, Newtown, Kolkata (West Bengal), India.
  • 2. Customer Relationship Officer, Bandhan Bank, Floor11, Adventz Infinity, BN5, Street no.18, BN Block, Sector5, Bidhannagar, Kolkata (West Bengal), India.

Description

Abstract: This research paper aims to analyze the bank volatility in India by examining various factors that contribute to fluctuations in the Indian banking sector. The study investigates the impact of regulatory reforms, macroeconomic indicators, financial stability, and global factors on bank volatility. The research utilizes a comprehensive dataset covering a period of one year i.e (01-04-2022 to 31-03-2023) to provide an in-depth understanding of the dynamics of bank volatility in India. We have used Bollinger bands to understand the volatility of three premier banks in India namely, HDFC Bank, ICICI Bank and STATE BANK OF INDIA in Indian stock market. The findings of this study will contribute to the existing literature on banking in emerging markets, understand the factor of volatility in present times and will also provide valuable insights for policymakers and stakeholders in the Indian banking sector.

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Additional details

Identifiers

DOI
10.54105/ijef.B2545.053123
ISSN
2582-9378

Dates

Accepted
2023-05-15
Manuscript received on 25 February 2023 | Revised Manuscript received on 18 May 2023 | Manuscript Accepted on 15 May 2023 | Manuscript published on 30 November 2023

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