Bhattacharjee, Animesh - 2020
-integration test and Granger Causality test. The results concluded that NSE Nifty and NASDAQ are not co-integrated, which indicates … that a long run equilibrium relationship do not exists between the indices. The Granger causality test showed a … unidirectional causality exists between the indices and the causality runs from NASDAQ to NSE. Thus, indicating that NASDAQ have the …