Shahzad, Syed Jawad Hussain; Ahmed, Tanveer; Rehman, … - Volkswirtschaftliche Fakultät, … - 2014
This study is the first effort to establish a short and long run relationship between developed (US-S&P500 index and UK-FTSE100 index), emerging (DJ TOXX 600) and South Asian (India, Pakistan and Sri Lanka) equity markets. Using the data from Jan 1998 to Dec 2013, this study have tested the unit...