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Pakistan, India, China and Bangladesh for the period of Jan 2000 to Dec 2015 on daily data basis. Historical volatility Granger …
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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 …
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the crisis impacted the four major economies of South Asia, viz. Bangladesh, India, Pakistan and Sri Lanka and how, by a …
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