Analysing interlinkages of Indian stock market with other emerging Asian markets
Year of publication: |
2021
|
---|---|
Authors: | Goel, Himanshu ; Narinder Pal Singh |
Published in: |
International journal of economics and business research : IJEBR. - Genève [u.a.] : Inderscience Enterprises, ISSN 1756-9869, ZDB-ID 2537709-7. - Vol. 22.2021, 1, p. 75-91
|
Subject: | cointegration | causality | Sensex | international linkage | variance decomposition | FEVD | forecasted error variance decomposition | emerging markets | IRF | impulse response function | BSE | Bombay Stock Exchange | India | Indien | Aktienmarkt | Stock market | Schwellenländer | Emerging economies | Kointegration | Cointegration | Dekompositionsverfahren | Decomposition method | Börse | Bourse | Kausalanalyse | Causality analysis | Varianzanalyse | Analysis of variance | VAR-Modell | VAR model | Asien | Asia | Prognoseverfahren | Forecasting model | Börsenkurs | Share price |
-
Co-movements of the Indian stock market
Sudhakar, Aare, (2015)
-
Co-integration of Indian stock markets with emerging markets of Asia
Khandelwal, Risha, (2018)
-
Macroeconomic link to Indian capital market : a post-liberalization evidence
Ray, Hirak, (2014)
- More ...
-
Goel, Himanshu, (2021)
-
Goel, Himanshu, (2021)
-
Narinder Pal Singh, (2021)
- More ...