Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets

Author:

Gupta Rakesh,Guidi Francesco

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference65 articles.

1. Equity market integration in the NAFTA region: Evidence form unit root and cointegration tests;Aggarwal;International Review of Financial Analysis,2005

2. Time-varying integration and international diversification strategies;Baele;Journal of Empirical Finance,2009

3. No place to hide: The global crisis in equity markets in 2008/2009;Bartram;Journal of International Money and Finance,2009

4. Financial contagion and investor ‘learning’: An empirical investigation;Basu,2002

5. Diversification, rationality and the Asian economic crisis;Bowman;Pacific-Basin Finance Journal,2010

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