Cointegration of East Asian, Indian and European Markets– A Study of Impact on Indian Bourses
Author(s) -
J K Sachdeva,
Jyoti Raj Nair
Publication year - 2018
Publication title -
journal of global economy
Language(s) - English
Resource type - Journals
eISSN - 2278-1277
pISSN - 0975-3931
DOI - 10.1956/jge.v14i1.490
Subject(s) - granger causality , cointegration , economics , portfolio , closing (real estate) , johansen test , financial economics , econometrics , finance , error correction model
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