Revisit financial integration in Asia : new time-series evidence from stock markets
Year of publication: |
2022
|
---|---|
Authors: | Saji, T. G. |
Published in: |
The Indian economic journal. - Thousand Oaks, CA : Sage Publishing, ISSN 2631-617X, ZDB-ID 2127664-X. - Vol. 70.2022, 2, p. 209-228
|
Subject: | Granger causality | portfolio diversifications | Stock market integration | VECM | Schätzung | Estimation | Aktienmarkt | Stock market | Kointegration | Cointegration | Marktintegration | Market integration | Kausalanalyse | Causality analysis | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | Internationaler Finanzmarkt | International financial market | Kapitaleinkommen | Capital income | Inflationserwartung | Inflation expectations |
-
Stock market linkages in Asia : revisiting granger causality evidences
Saji, T. G., (2022)
-
Sucháček, Jan, (2021)
-
Rémy, Oyaya Jean, (2016)
- More ...
-
Sector effects in emerging market returns : evidence from India
Saji, T. G., (2014)
-
Industry dynamics in stock returns : evidence from Indian equity market
Saji, T. G., (2014)
-
EVA and stock returns in emerging markets : the Indian evidence
Saji, T. G., (2014)
- More ...