Bagchi, Debasis - In: Afro-Asian Journal of Finance and Accounting 1 (2009) 4, pp. 306-321
the Kospi 200 futures index and Nifty futures index are found to be non-stationary and cointegrated, meaning thereby that … statistically significant for Kospi 200 futures – Nifty futures, lag 4 and lag 6 are significant for Nifty futures – Kospi 200 … futures. It is suggested that while information on Kospi 200 futures is more instantaneously discounted by the Nifty futures …