Links between the Indian, U.S. and Chinese Stock Markets
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- Muhammad Kashif, 2015. "Comparison of Equity Markets of SAARC Nations with the Equity Markets European Union Nations," South Asian Journal of Management Sciences (SAJMS), Iqra University, Iqra University, vol. 9(1), pages 23-31, Spring.
- Saha, Malayendu & Bhunia, Amalendu, 2012. "How far India has gone down the road towards financial integration with US since subprime crisis? An Econometric Analysis," MPRA Paper 38731, University Library of Munich, Germany.
More about this item
KeywordsStock market; Cointegration; Fractionally Integrated Vector Error Correction Model; Multivariate GARCH;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2006-01-24 (All new papers)
- NEP-CNA-2006-01-24 (China)
- NEP-CWA-2006-01-24 (Central & Western Asia)
- NEP-FMK-2006-01-24 (Financial Markets)
- NEP-SEA-2006-01-24 (South East Asia)
- NEP-TRA-2006-01-24 (Transition Economics)
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