Stock market linkages in Asia. Revisiting Granger causality evidences
In this research, using the most recent daily stock index data of Japan, Singapore, South Korea, India and China, we revisit the financial integration in Asia. The study applies Granger causality and Impulse Response Function to analyse the pattern of equity market integration in the region. The fin...
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Format: | Article |
Language: | English |
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General Association of Economists from Romania
2022-09-01
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Series: | Theoretical and Applied Economics |
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Online Access: |
http://store.ectap.ro/articole/1614.pdf
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