Assessing equity based mutual funds and stock market indices in India using the Engle-Granger cointegration technique
Neha Gupta and Pooja Mathur, Satyendra P. Singh
| Year of publication: |
2021
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|---|---|
| Authors: | Gupta, Neha ; Mathur, Pooja ; Singh, Satyendra P. |
| Published in: |
DLSU business & economics review. - Manila : Univ., ISSN 0116-7111, ZDB-ID 2500625-3. - Vol. 31.2021, 1, p. 112-123
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| Subject: | equity mutual funds | BSE 200 | Nifty500 | decision-making | Engle-Granger cointegration test | Johansen’s cointegration test | Kointegration | Cointegration | Indien | India | Investmentfonds | Investment Fund | Zeitreihenanalyse | Time series analysis | Aktienfonds | Equity fund | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013472284