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_c49177 _d49177 |
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| 003 | OSt | ||
| 005 | 20180207181812.0 | ||
| 008 | 180207b xxu||||| |||| 00| 0 eng d | ||
| 100 |
_aAggarwal, Shalini , _929988 |
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| 245 | _aEmpirical Examination of Stock Market Volatility : An International Comparison | ||
| 300 | _a47-61 p. | ||
| 520 | _aThe 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 | _aBRIC | ||
| 653 | _aJohansen Cointegration | ||
| 653 | _aVector Error Correction Model | ||
| 653 | _aImpulse Response | ||
| 700 |
_aKhurana, Simmi _929989 |
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| 773 | 0 |
_029384 _969497 _aGILANI,S. _o5558310 _tINDIAN JOURNAL OF FINANCE _x0973-8711 |
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| 942 |
_2ddc _cJA-ARTICLE |
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