Gajurel, Dinesh; Chawla, Akhila - In: Journal of risk and financial management : JRFM 15 (2022) 10, pp. 1-18
) spillover effect on other markets in the sample. The stock markets of Bangladesh, India and Pakistan stock markets exhibit … these South Asian markets have positive autocorrelation. The equity markets of India, Pakistan, and Sri Lanka have some … Bangladesh and Nepal, in contrast, lack both global and regional integration. We find limited evidence of neighborhood (India …
