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- W1570443073 abstract "This paper examines the short run and long run inter linkages of the Indian stock market with those of Advanced emerging markets viz. Brazil, Hungary, Taiwan, Mexico, Poland and South Africa over the period ranging from 1 January 1992 to 31 December 2009 using Johansen co-integration test and Granger’s causality test. The analysis of daily data shows that the short run and long run inter linkages of the Indian stock market with these markets has increased over the study period. Unidirectional causality is found in most cases. The findings have important implications for investment and speculative decisions." @default.
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- W1570443073 date "2012-10-01" @default.
- W1570443073 modified "2023-09-23" @default.
- W1570443073 title "Inter Linkages of Indian Stock Market with Advanced Emerging Markets" @default.
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