This paper employs an empirical approach for identifying the presence and change of economic integration, as suggested by their stock markets, among BRIC (Brazil, Russia, India and China) nations. It further analyses the change in the integration and Causal relationships of stock markets of...

In the background of globalization, economic assimilation and integration among countries and their financial markets is evident. The interdependency among major world stock markets has also increased. This paper examines the relationships between selected Asian and US stock markets. It covers...

The present research work is conducted to analyze whether changes in oil prices at global level affect the stock market returns in Indian market. Daily closing stock market price data from National Stock Exchange (NSE) and daily oil prices, for the period beginning from January 2010 to December...

We attempted to reveal the co-movement and to model the risk and return of CNX 500 and CNX 500 Shariah of National Stock Exchange of India, with reference to global financial and euro zone crisis. Closing prices from 1st January, 2007 to 30th April 2015 are used to empirically measure the time...