A test of Integration between Emerging and Developed Nation’s Stock Markets
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References listed on IDEAS
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More about this item
KeywordsFinancial markets Integration; Johansen test; VAR-ECM; Engle- Granger Two stage method; Developed nations; Developing Nations.;
- F3 - International Economics - - International Finance
- F4 - International Economics - - Macroeconomic Aspects of International Trade and Finance
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-FMK-2005-06-14 (Financial Markets)
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