Mohanty, Sushil S. - 2020
This paper investigates the inter-linkages among the selected indices, viz. NYSE (USA), Nikkei 225 (Japan) and emerging stock markets Shanghai Composite Index (China), Hang Seng (Hong Kong), Kospi (Korea) and BSE30 (India). This study covers the period from July 1997 to December 2014. The ADF...