Symbol

Variable

Measurement

DLDSEGEN

Monthly Stock Market Returns

First difference of natural logarithm of normalized month end Dhaka Stock Exchange General Index.

DLIPI

Monthly Growth of Industrial Production Index

First difference of natural logarithm of normalized monthly industrial production index.

DLINT

Monthly Growth of Interest Rate

First difference of natural logarithm of 1 plus month end deposit interest rate in percent.

DLCPI

Monthly Growth of Consumer Price Index

First difference of natural logarithm of normalized month end consumer price index.

DLEXR

Monthly Growth of Exchange Rate

First difference of natural logarithm of normalized month end price of US dollar in Bangladeshi taka.

DLM2

Monthly Growth of Money Supply

First difference of natural logarithm of normalized month end broad money supply (M2).

DLGDPRICE

Monthly Growth of Gold Price

First difference of natural logarithm of normalized month end gold price in Bangladesh.

VDLDSEGEN

Variance of Stock Market Return

Conditional Variance of Monthly Stock Market Return.

VDLIPI

Variance of growth of Industrial Production Index

Conditional Variance of Growth of Industrial Production Index.

VDLINT

Variance of growth of Interest Rate

Conditional Variance of Growth of Interest Rate.

VDLCPI

Variance of growth of Consumer Price Index

Conditional Variance of Growth of Consumer Price Index.

VDLEXR

Variance of growth of Exchange Rate

Conditional Variance of Growth of Exchange Rate.

DLM2

Variance of growth of Money Supply

Conditional Variance of Growth of Money Supply.

VDLGDPRICE

Variance of growth of Gold Price

Conditional Variance of Growth of Gold Price.