The Dynamic Relationship among Domestic Stock Returns Volatility, Oil Prices, Exchange Rate and Macroeconomic Factors of Investment

This study investigates the impact of oil price variations, exchange rates, macroeconomic factors and domestic stock volatility in South Asian countries. employs a general autoregressive heteroskedastic (GARCH) model using quarterly data from 2001 to 2021. The results reveal that there is significant relationship between credit factors. We find surprising for set countries; negative asset portfolio investment Afghanistan, Bangladesh, India Pakistan positive effect remaining There on economic growth majority countries with exception Afghanistan Bangladesh. Inflation seems increase while an economy except Bhutan Nepal. Exchange rate has Further, interest spread Pakistan. Finally, prices have rates within countries’ investments.