Empirical Examination of Stock Market Volatility : An International Comparison (Record no. 49177)
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| 000 -LEADER | |
|---|---|
| fixed length control field | nam a22 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20180207181812.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 180207b xxu||||| |||| 00| 0 eng d |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Aggarwal, Shalini , |
| 9 (RLIN) | 29988 |
| 245 ## - TITLE STATEMENT | |
| Title | Empirical Examination of Stock Market Volatility : An International Comparison |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 47-61 p. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | The purpose of this paper was to investigate the market integration among the four selected BRIC economies namely Brazil, Russia, India, and China from January 2008 to August 2015. Johansen cointegration test was used to study the long term relationship between the four stock markets. Further, to ascertain the short term association, vector error correction model and impulse response function were used. The results showed that there existed one long run cointegrating relationship between the four stock markets under study. Although there was no long run causality among the four stock markets, but there existed short term causality running from Russian, Chinese, and Brazilan stock markets to the Indian stock market. |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | BRIC |
| Uncontrolled term | Johansen Cointegration |
| Uncontrolled term | Vector Error Correction Model |
| Uncontrolled term | Impulse Response |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Khurana, Simmi |
| 9 (RLIN) | 29989 |
| 773 0# - HOST ITEM ENTRY | |
| Host Biblionumber | 29384 |
| Host Itemnumber | 69497 |
| Main entry heading | GILANI,S. |
| Other item identifier | 5558310 |
| Title | INDIAN JOURNAL OF FINANCE |
| International Standard Serial Number | 0973-8711 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | Journal Article |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Home library | Current library | Date acquired | Total Checkouts | Full call number | Barcode | Date last seen | Price effective from |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | Main Library | Main Library | 07/02/2018 | Vol 12, Issue 1/ 5558310JA4 | 5558310JA4 | 07/02/2018 | 07/02/2018 |