Integration of India's stock market with global and major regional markets
In: Regional financial integration in Asia: present and future
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Citations
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"Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets,"
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- Guidi, Francesco, 2010. "Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets," MPRA Paper 19853, University Library of Munich, Germany.
- Gupta, Rakesh & Guidi, Francesco, 2011. "Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets," Greenwich Papers in Political Economy 7277, University of Greenwich, Greenwich Political Economy Research Centre.
- Neharika Sobti, 2018. "Domestic intermarket linkages: measuring dynamic return and volatility connectedness among Indian financial markets," DECISION: Official Journal of the Indian Institute of Management Calcutta, Springer;Indian Institute of Management Calcutta, vol. 45(4), pages 325-344, December.
- Caporale, Guglielmo Maria & You, Kefei & Chen, Lei, 2019. "Global and regional stock market integration in Asia: A panel convergence approach," International Review of Financial Analysis, Elsevier, vol. 65(C).
- Dufrénot, Gilles & Keddad, Benjamin, 2014.
"Spillover effects of the 2008 global financial crisis on the volatility of the Indian equity markets: Coupling or uncoupling? A study on sector-based data,"
International Review of Financial Analysis, Elsevier, vol. 33(C), pages 17-32.
- Gilles Dufrénot & Benjamin Keddad, 2014. "Spillover effects of the 2008 global financial crisis on the volatility of the Indian equity markets: Coupling or uncoupling? A study on sector-based data," Post-Print hal-01474429, HAL.
- Lakshmi, Geeta & Saha, Shrabani & Bhattarai, Keshab, 2021. "Does corruption matter for stock markets? The role of heterogeneous institutions," Economic Modelling, Elsevier, vol. 94(C), pages 386-400.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Kefei You, 2019. "Stock market linkages between the ASEAN countries, China and the US: a fractional cointegration approach," CESifo Working Paper Series 7537, CESifo.
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