Narayan, Paresh; Smyth, Russell; Nandha, Mohan - In: Accounting and Finance 44 (2004) 3, pp. 419-439
The present article examines the dynamic linkages between the stock markets of Bangladesh, India, Pakistan and Sri Lanka using a temporal Granger causality approach by binding the relationship among the stock price indices within a multivariate cointegration framework. We also examine the...