Cointegration and stock market interdependence : evidence from India and selected Asian and African stock markets
Year of publication: |
2022
|
---|---|
Authors: | Jacob, Tom ; Littleflower P. J |
Published in: |
Theoretical and applied economics : GAER review. - Bucureşti : AGER, ISSN 1841-8678, ZDB-ID 2640970-7. - Vol. 29.2022, 4/633, p. 133-146
|
Subject: | Asian stock markets | long-term relationship | stock market integration | augmented Dickey-Fuller test | Johansen cointegration | Aktienmarkt | Stock market | Kointegration | Cointegration | Indien | India | Asien | Asia | Marktintegration | Market integration | Börsenkurs | Share price | Zeitreihenanalyse | Time series analysis | Südkorea | South Korea | Japan | Schätzung | Estimation | Einheitswurzeltest | Unit root test |
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