Short-run and long-run dynamic linkages between Indian and US stock markets
Shilpa Goyal and Anand Bansal
| Year of publication: |
2019
|
|---|---|
| Authors: | Goyal, Shilpa ; Bansal, Anand |
| Published in: |
International journal of Indian culture and business management. - Genève : Inderscience Enterprises, ISSN 1753-0806, ZDB-ID 2422766-3. - Vol. 19.2019, 3, p. 319-338
|
| Subject: | augmented Dickey-Fuller | ADF | unit root | cointegration | Granger causality | indices | diversification | Kausalanalyse | Causality analysis | Kointegration | Cointegration | Indien | India | Aktienmarkt | Stock market | Einheitswurzeltest | Unit root test | USA | United States | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Aktienindex | Stock index | Diversifikation | Diversification |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJICBM.2019.102004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012145962