Ahmad, Khan Masood; Ashraf, Shahid; Ahmed, Shahid - In: South Asia Economic Journal 6 (2005) 2, pp. 193-206
The paper attempts to understand the interlinkages and causal relationship between the Nasdaq composite index in the US, the Nikkei in Japan with that of NSE Nifty and BSE Sensex in India during the period January 1999 to August 2004, using daily closing data. The Johansen co-integration test is...
