Analysis of cointegration on Indian Stock Market with global markets

By:

SRIVASTAVA, AMAN

Contributor(s):

QAMAR, FURQAN

Material type:

Mixed materialsPublication details: 2012Description: 513-530Subject(s):

GLOBAL MARKET

NLM classification:

332.6322

In: FINANCE INDIAMSummary: The aim was to ascertain whether the Indian stock market is integrated with three Asian markets, namlely Hong Kong, Singapore and Japan and the four other global markets of the USA, UK, Germany andFrance, perceived to be driving Indian stock prices. Based on monthly data series from April 1992 to March 2009 both long run relationships and the short run dynamics operating between the seven markets under the global economic and financial system were stuided. the findings of the study suggest that Indian stock markets are very muchintegrated with other global markets in short run but less integrated in long run.

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Holdings
Item type	Current library	Call number	Vol info	Status	Date due	Barcode
Periodicals/Magazines	SSCBS Library		26/2	Available		P14522

The aim was to ascertain whether the Indian stock market is integrated with three Asian markets, namlely Hong Kong, Singapore and Japan and the four other global markets of the USA, UK, Germany andFrance, perceived to be driving Indian stock prices. Based on monthly data series from April 1992 to March 2009 both long run relationships and the short run dynamics operating between the seven markets under the global economic and financial system were stuided. the findings of the study suggest that Indian stock markets are very muchintegrated with other global markets in short run but less integrated in long run.

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