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Volatility Spillover Effects across Emerging Equity Markets of Pakistan, India, China and Bangladesh : A Multivariate GARCH-BEKK and CCC Approach
Hamid, Kashif - 2017
Pakistan, India, China and Bangladesh for the period of Jan 2000 to Dec 2015 on daily data basis. Historical volatility Granger …
Persistent link: https://www.econbiz.de/10012963820
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The efficiency of emerging stock markets : empirical evidence from the South Asian region
Cooray, Arusha; Wickremasinghe, Guneratne - In: The journal of developing areas 41 (2007/08) 1, pp. 171-183
Persistent link: https://www.econbiz.de/10003648115
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Potential gains from international portfolio diversification? : Stock market linkages between the Japanese and South Asian markets
Narayan, Paresh Kumar; Smyth, Russell; Nandha, Mohan - In: South Asia in the era of globalization : trade, …, (pp. 59-70). 2005
Persistent link: https://www.econbiz.de/10003156287
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Do stock prices and interest rates possess a common trend?
Das, Amaresh C. - In: Recherches économiques de Louvain 71 (2005) 4, pp. 383-390
Persistent link: https://www.econbiz.de/10003278601
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Inter-linkages between returns from stock exchanges of South Asia
Sharma, Gagan Deep; Bodla, Bhag Singh - In: Finance India : the quarterly journal of Indian … 29 (2015) 3, pp. 793-818
Persistent link: https://www.econbiz.de/10011455205
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The efficiency of emerging stock markets : empirical evidence from the South Asian region
Cooray, Arusha; Wickremasinghe, Guneratne - 2005
Persistent link: https://www.econbiz.de/10003116082
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Stock Market Co-Integration : An Investigation of South Asian Countries
Kapoor, Amitesh - 2014
potential investors they provide in the long-term. This study examines the stock market cointegration between India and south …
Persistent link: https://www.econbiz.de/10013062616
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International information spillovers and asymmetric volatility in South Asian stock markets
Gajurel, Dinesh; Chawla, Akhila - In: Journal of risk and financial management : JRFM 15 (2022) 10, pp. 1-18
Bangladesh and Nepal, in contrast, lack both global and regional integration. We find limited evidence of neighborhood (India …) spillover effect on other markets in the sample. The stock markets of Bangladesh, India and Pakistan stock markets exhibit … largest neighboring (India) equity markets as sources of information spillover. Our results show that equity returns in all …
Persistent link: https://www.econbiz.de/10013471157
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Risk-based portfolio strategy in emerging stock markets : economic significance from Brazil, Russia, India and China
Ullah, Aman; Long, Xiangdong - In: Macroeconomics and finance in emerging market economies 1 (2008) 1, pp. 31-49
Persistent link: https://www.econbiz.de/10003766027
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Wavelet perspective of time varying dynamic of Chinese, Indian and other markets
Singh, Gurcharan Singh Pritam; Loh, Lixia - In: Investment management and financial innovations 7 (2010) 2, pp. 100-107
Persistent link: https://www.econbiz.de/10003968772