empirical analysis. We undertake; Unit root (ADF, PP and KPSS) tests, Granger Causality test, Engle-Granger Cointegration test …-Granger residual based cointegration test suggests that there is a long-run relationship between the stock market performance and …

, Japan and Singapore) using cointegration methodologies in order to explore interdependence. We further estimate the time …

and China over the period 1st January 1998 to 31st October 2008 using Engle - Granger cointegration test and Granger …

,Correlation, Granger causality test and VECM. The research paper found that the selectedmacroeconomic variables were partial normally … distributed and the risk was related high ratherthan returns during the study period. The VECM revealed that the movement of BSE …

cointegration in Singapore and Hong Kong and no evidence of cointegration in China, Japan, Thailand, Malaysia, Indonesia and South … cointegration techniques. We find empirical evidence of linear cointegration of stock and property markets in Taiwan, fractional … differences in the maturity of national financial markets and that the differing degrees of integration across Asia may instead be …