Bulsara, Hemantkumar P.; Dhingra, Vaishali Samir; … - In: Contemporary Economics 9 (2015) 3, pp. 271-298
Granger Causality Test and the VAR analysis suggest uni-directional causality running Nifty returns to FIIs. … January, 2004 through September, 2012. The analysis employs a Cross Correlation Function (CCF) approach, a Granger Causality … Test and Vector Auto Regression after dividing the data into two parts: Pre Global financial crisis and Post Global …