Habiba, Umm E.; Peilong, Shen; Zhang, Wenlong; Hamid, Kashif - In: Journal of Asia Business Studies 14 (2020) 5, pp. 779-794
Purpose: The purpose of this paper is to investigate the cointegration and volatility spillover dynamics between the USA and South Asian stock markets, namely, India, Pakistan and Sri Lanka. The main objective of this study is to provide the knowledge about integration of financial market and...