Similar Search Results

Financial crisis and stock market integration : an analysis of select economies

Srivastava, Aman; Bhatia, Shikha; Gupta, Prashant - In: Global business review 16 (2015) 6, pp. 1127-1142

Persistent link: https://www.econbiz.de/10011437629

Sharma, Prashant; Arora, Geetika; Gupta, Prashant - In: International journal of economics and financial issues … 10 (2020) 6, pp. 99-105

Persistent link: https://www.econbiz.de/10012312316

Investigating the efficiency of bitcoin futures in Price discovery

Sharma, Prashant; Gupta, Prashant; Sharma, Dinesh Kumar; … - In: International journal of economics and financial issues … 12 (2022) 3, pp. 104-109

Persistent link: https://www.econbiz.de/10013259947

Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets

Gupta, Rakesh; Guidi, Francesco - In: International Review of Financial Analysis 21 (2012) C, pp. 10-22

This paper aims to explore links between the Indian stock market and three developed Asian markets (i.e. Hong Kong, Japan and Singapore) using cointegration methodologies in order to explore interdependence. We further estimate the time-varying conditional correlation relationships among these...

Persistent link: https://www.econbiz.de/10010582648

Cointegration and conditional correlations among German and Eastern Europe equity markets

Guidi, Francesco; Gupta, Rakesh - Volkswirtschaftliche Fakultät, … - 2010

This paper aims to examine the long term relationship between German and three Central and Eastern Europe (CEE) equity markets. Application of Johansen as well as Engle-Granger cointegration tests show that there is no long-term relationship among these markets while the Gregory-Hansen...

Persistent link: https://www.econbiz.de/10008529235

Are ASEAN stock market efficient? Evidence from univariate and multivariate variance ratio tests

Guidi, Francesco; Gupta, Rakesh - Department of Accounting, Finance and Economics, … - 2011

Persistent link: https://www.econbiz.de/10009351476

Cointegration and Conditional Correlations Among German and Eastern Europe Equity Markets

Guidi, Francesco; Gupta, Rakesh - 2023

Persistent link: https://www.econbiz.de/10014353334

Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets

Gupta, Rakesh; Guidi, Francesco - In: International review of financial analysis 21 (2012), pp. 10-22

Persistent link: https://www.econbiz.de/10009633365

Market efficiency in the ASEAN region : evidence from multivariate and cointegration tests

Guidi, Francesco; Gupta, Rakesh - In: Applied financial economics 23 (2013) 4/6, pp. 265-274

Persistent link: https://www.econbiz.de/10009718948

Dynamic analysis of time-varying correlations and cointegration relationship between Australia and frontier equity markets

Paramati, Sudharshan Reddy; Gupta, Rakesh; Tandon, Kishore - In: International journal of business and emerging markets … 8 (2016) 2, pp. 121-145

Persistent link: https://www.econbiz.de/10011615352