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Integration of India's stock market with global and major regional markets

In: Regional financial integration in Asia: present and future

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  • Bank for International Settlements

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  • Bank for International Settlements & Hong Kong Institute for Monetary Research, 2008. "Regional financial integration in Asia: present and future," BIS Papers, Bank for International Settlements, Bank for International Settlements, number 42, 8.
    This item is provided by Bank for International Settlements in its series BIS Papers chapters with number 42-08.

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    8. Niklas Ahlgren & Jan Antell, 2002. "Testing for cointegration between international stock prices," Applied Financial Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 12(12), pages 851-861.
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    10. Eun, Cheol S. & Shim, Sangdal, 1989. "International Transmission of Stock Market Movements," Journal of Financial and Quantitative Analysis, Cambridge University Press, Cambridge University Press, vol. 24(02), pages 241-256, June.
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    20. Bachman, Daniel & Choi, Jongmoo Jay & Jeon, Bang Nan & Kopecky, Kenneth J., 1996. "Common factors in international stock prices: Evidence from a cointegration study," International Review of Financial Analysis, Elsevier, Elsevier, vol. 5(1), pages 39-53.
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    22. David A. Dickey & Dennis W. Jansen & Daniel L. Thornton, 1991. "A primer on cointegration with an application to money and income," Review, Federal Reserve Bank of St. Louis, Federal Reserve Bank of St. Louis, issue Mar, pages 58-78.
    23. Kim, E Han & Singal, Vijay, 2000. "Stock Market Openings: Experience of Emerging Economies," The Journal of Business, University of Chicago Press, University of Chicago Press, vol. 73(1), pages 25-66, January.
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    29. Hakkio, Craig S. & Rush, Mark, 1989. "Market efficiency and cointegration: an application to the sterling and deutschemark exchange markets," Journal of International Money and Finance, Elsevier, Elsevier, vol. 8(1), pages 75-88, March.
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    32. Engel, Charles, 1996. "A note on cointegration and international capital market efficiency," Journal of International Money and Finance, Elsevier, Elsevier, vol. 15(4), pages 657-660, August.
    33. Andrew C. Worthington & Masaki Katsuura & Helen Higgs, 2003. "Price Linkages in Asian Equity Markets: Evidence Bordering the Asian Economic, Currency and Financial Crises," Asia-Pacific Financial Markets, Springer, Springer, vol. 10(1), pages 29-44.
    34. Anthony J. Richards, 1996. "Comovements in National Stock Market Returns," IMF Working Papers 96/28, International Monetary Fund.
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    36. Ross, Stephen A., 1976. "The arbitrage theory of capital asset pricing," Journal of Economic Theory, Elsevier, Elsevier, vol. 13(3), pages 341-360, December.
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