Mahesh Kumar Tambi (ICFAI Institute for Management Teachers)
Abstract
Paper analyzes the degree of integration of Indian stock market with other developing and developed nations’ stock markets using various techniques of cointegration like Engle Granger two stage method, Johansen cointegration method, VAR-ECM, Principle-Component Analysis and Impulse-response analysis.
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Paper provided by EconWPA in its series Finance with number
0504014.
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