This paper examines global and regional stock market integration in Asia at both the aggregate and disaggregate …

This paper examines global and regional stock market integration in Asia at both the aggregate and disaggregate …

The study examines the return and volatility spillover among Asian stock markets in India, Hong Kong, Japan, China …

The study examines the return and volatility spillover among Asian stock markets in India, Hong Kong, Japan, China …

Hong Kong Investment Fund Association (HKIFA) over the period 2001 – 2008. Cointegration test is used to identify the long … have ever tried to design their portfolios trying to win the market. Cointegration analysis is also done to investigate the …

monthly) are analysed using fractional integration and fractional cointegration methods. Further, recursive cointegration … exhibit long memory. There is cointegration between the ASEAN five and the US but almost none between the former and China …

's cointegration test, vector error correction model (VECM), impulse response functions (IRFs), and variance decomposition (VDCs) test … have been applied. The results of Johansen cointegration test indicates a significant negative relationship between …

The emerging economy of India counts gold and oil amongst its top imports, suggesting that the prices of these … indices to examine the cointegration and nonlinear causality amongst international gold, crude oil, and the Indian stock … market. Results indicate the presence of cointegration relationships and a nonlinear and positive impact of the implied …