Stock market linkages in Asia. Revisiting Granger causality evidences

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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Bibliographic Details
Main Author:	T.G. SAJI
Format:	Article
Language:	English
Published:	General Association of Economists from Romania 2022-09-01
Series:	Theoretical and Applied Economics
Subjects:	stock market integration; granger causality variance decompositions impulse responses portfolio diversifications
Online Access:	http://store.ectap.ro/articole/1614.pdf

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