Interdependence between India Stock Market and developed economies stock markets during major stock market crashes
R. Kumara Kannan, Selvam Jesiah
| Year of publication: |
2022
|
|---|---|
| Authors: | Kannan, R. Kumara ; Jesiah, Selvam |
| Published in: |
Finance India : the quarterly journal of Indian Institute of Finance. - Greater Noida, UP : [Verlag nicht ermittelbar], ISSN 0970-3772, ZDB-ID 1130817-5. - Vol. 36.2022, 2, p. 537-550
|
| Subject: | Interdependence | Co-integration | Developed | Emerging | Stock Markets | ADF | Unit root tests | Granger Casuality | GARCH | Aktienmarkt | Stock market | Indien | India | Finanzkrise | Financial crisis | ARCH-Modell | ARCH model | Schwellenländer | Emerging economies | Kointegration | Cointegration | Einheitswurzeltest | Unit root test | Börsenkurs | Share price | Entwicklungsländer | Developing countries | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013472761