Since 2014
Integration of World Stock Market an Emperical Investigation
Economic Journal of Emerging Markets
View Archive Info| Field | Value | |
| Title |
Integration of World Stock Market an Emperical Investigation
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| Creator |
Tripathy, Nalini Prava
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| Description |
This paper has analyzed the integration of world stock market with emerging mar-ket by using the Granger Causality test and Johansens co integration test. This paper has found one-way significant causality between some of the emerging markets with world mar-kets and concludes that some of the emerging markets have long term equilibrium relation-ship with world stock market.Key words: world market, emerging market, causality test, Johansens co integration test
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| Publisher |
Universitas Islam Indonesia
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| Contributor |
—
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| Date |
2009-07-22
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| Type |
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion — |
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| Format |
application/pdf
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| Identifier |
https://journal.uii.ac.id/JEP/article/view/575
10.20885/vol11iss1aa575 |
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| Source |
Economic Journal of Emerging Markets; Volume 11 Issue 1, 2006
2502-180X 2086-3128 |
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| Language |
eng
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| Relation |
https://journal.uii.ac.id/JEP/article/view/575/498
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