Mukherjee, Paramita; Bose, Suchismita - In: Emerging Markets Finance and Trade 44 (2008) 5, pp. 5-22
This paper examines if the Indian stock market moves with other markets in Asia and the United States in an era of capital market reforms and the sustained interest of foreign investors in that market. By using techniques of cointegration, vector autoregression, vector error-correction models,...