Emerging stock market reactions to shocks during various crisis periods.

Emerging stock market reactions to shocks during various crisis periods.

This study investigates granger causal linkages among six Asian emerging stock markets and the US market over the period 2002-2020, taking into account several crisis periods. The pairwise Granger causality tests for investigating the short-run causality show significant bi- and uni-directional caus...

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Bibliographic Details
Main Authors: Roni Bhowmik, Gouranga Chandra Debnath, Nitai Chandra Debnath, Shouyang Wang
Format: Article
Language:English
Published: Public Library of Science (PLoS) 2022-01-01
Series:PLoS ONE
Online Access:https://journals.plos.org/plosone/article/file?id=10.1371/journal.pone.0272450&type=printable

Internet

https://journals.plos.org/plosone/article/file?id=10.1371/journal.pone.0272450&type=printable

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