Matches in SemOpenAlex for { <https://semopenalex.org/work/W2307029242> ?p ?o ?g. }
Showing items 1 to 81 of
81
with 100 items per page.
- W2307029242 abstract "This paper aims to explore links between the Indian stock market and three developed Asian markets (i.e. Hong Kong, Japan and Singapore). The index prices are non-stationary so we used cointegration methodologies in order to explore interdependencies. Johansen methodologies reject the hypothesis of long-run relationships among all stock markets, while the Gregory-Hansen test rejects the hypothesis of no cointegration with structural breaks. Our results suggest that in the long-term the benefits for investing in India are limited. We further estimated the time-varying conditional correlation relationships among these markets We find that correlations rise dramatically during periods of crisis, while they return to their initial levels after those periods." @default.
- W2307029242 created "2016-06-24" @default.
- W2307029242 creator A5032233234 @default.
- W2307029242 date "2010-01-01" @default.
- W2307029242 modified "2023-09-27" @default.
- W2307029242 title "Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets" @default.
- W2307029242 hasPublicationYear "2010" @default.
- W2307029242 type Work @default.
- W2307029242 sameAs 2307029242 @default.
- W2307029242 citedByCount "0" @default.
- W2307029242 crossrefType "posted-content" @default.
- W2307029242 hasAuthorship W2307029242A5032233234 @default.
- W2307029242 hasConcept C10138342 @default.
- W2307029242 hasConcept C106159729 @default.
- W2307029242 hasConcept C124953554 @default.
- W2307029242 hasConcept C134024062 @default.
- W2307029242 hasConcept C136764020 @default.
- W2307029242 hasConcept C145162277 @default.
- W2307029242 hasConcept C149782125 @default.
- W2307029242 hasConcept C162324750 @default.
- W2307029242 hasConcept C166957645 @default.
- W2307029242 hasConcept C17744445 @default.
- W2307029242 hasConcept C182306322 @default.
- W2307029242 hasConcept C185874996 @default.
- W2307029242 hasConcept C199539241 @default.
- W2307029242 hasConcept C204036174 @default.
- W2307029242 hasConcept C205649164 @default.
- W2307029242 hasConcept C2777382242 @default.
- W2307029242 hasConcept C2779343474 @default.
- W2307029242 hasConcept C2780299701 @default.
- W2307029242 hasConcept C41008148 @default.
- W2307029242 hasConcept C556758197 @default.
- W2307029242 hasConcept C88389905 @default.
- W2307029242 hasConceptScore W2307029242C10138342 @default.
- W2307029242 hasConceptScore W2307029242C106159729 @default.
- W2307029242 hasConceptScore W2307029242C124953554 @default.
- W2307029242 hasConceptScore W2307029242C134024062 @default.
- W2307029242 hasConceptScore W2307029242C136764020 @default.
- W2307029242 hasConceptScore W2307029242C145162277 @default.
- W2307029242 hasConceptScore W2307029242C149782125 @default.
- W2307029242 hasConceptScore W2307029242C162324750 @default.
- W2307029242 hasConceptScore W2307029242C166957645 @default.
- W2307029242 hasConceptScore W2307029242C17744445 @default.
- W2307029242 hasConceptScore W2307029242C182306322 @default.
- W2307029242 hasConceptScore W2307029242C185874996 @default.
- W2307029242 hasConceptScore W2307029242C199539241 @default.
- W2307029242 hasConceptScore W2307029242C204036174 @default.
- W2307029242 hasConceptScore W2307029242C205649164 @default.
- W2307029242 hasConceptScore W2307029242C2777382242 @default.
- W2307029242 hasConceptScore W2307029242C2779343474 @default.
- W2307029242 hasConceptScore W2307029242C2780299701 @default.
- W2307029242 hasConceptScore W2307029242C41008148 @default.
- W2307029242 hasConceptScore W2307029242C556758197 @default.
- W2307029242 hasConceptScore W2307029242C88389905 @default.
- W2307029242 hasLocation W23070292421 @default.
- W2307029242 hasOpenAccess W2307029242 @default.
- W2307029242 hasPrimaryLocation W23070292421 @default.
- W2307029242 hasRelatedWork W100373009 @default.
- W2307029242 hasRelatedWork W1515604436 @default.
- W2307029242 hasRelatedWork W1554124251 @default.
- W2307029242 hasRelatedWork W1565338184 @default.
- W2307029242 hasRelatedWork W1967234480 @default.
- W2307029242 hasRelatedWork W2012287832 @default.
- W2307029242 hasRelatedWork W2126485829 @default.
- W2307029242 hasRelatedWork W2204497325 @default.
- W2307029242 hasRelatedWork W2745305379 @default.
- W2307029242 hasRelatedWork W2903554944 @default.
- W2307029242 hasRelatedWork W2910761945 @default.
- W2307029242 hasRelatedWork W3021458782 @default.
- W2307029242 hasRelatedWork W3121617661 @default.
- W2307029242 hasRelatedWork W3124414622 @default.
- W2307029242 hasRelatedWork W3124991213 @default.
- W2307029242 hasRelatedWork W3165855686 @default.
- W2307029242 hasRelatedWork W3206827941 @default.
- W2307029242 hasRelatedWork W574123533 @default.
- W2307029242 hasRelatedWork W622554649 @default.
- W2307029242 hasRelatedWork W1986117370 @default.
- W2307029242 isParatext "false" @default.
- W2307029242 isRetracted "false" @default.
- W2307029242 magId "2307029242" @default.
- W2307029242 workType "article" @default.