In the present study, we examine the issue of integration of financial markets in India. Given the growing movement of … frequent intervention by the Central Bank in the foreign exchange market. As the Government securities market in India is still …

: (1) realised correlation analysis; (2) rolling unit root tests, and; (3) recursive cointegration tests. The results … suggest that there is a relatively weak correlation between stock markets in CEE countries and those in Europe. However, the …

DJIA obtain in monthly frequence, since 1959 to 2011. From econometric methods, will be using Pearson correlation index … or with time delay (in week). Findings The correlation analysis shows, that between change of money supply and stock … index is high dependence (correlation index 0.9224). By calculating with time delay, was correlation index high too, but …