FINANCIAL CRISIS 2008 AND ITS IMPACT ON THE STOCK MARKET INTEGRATION: A STUDY ON SOME SELECTED ASIAN MARKETS

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DC Field	Value	Language
dc.contributor.author	Khan, Tagar Lal
dc.date.accessioned	2016-12-23T00:34:07Z	-
dc.date.available	2016-12-23T00:34:07Z	-
dc.date.issued	2014
dc.identifier.issn	0973-5917
dc.identifier.uri	http://inet.vidyasagar.ac.in:8080/jspui/handle/123456789/1021	-
dc.description	82-94	en_US
dc.description.abstract	This study looks into the financial market integration among some leading Stock Exchanges of Asia (BSE 30, FTSE Malaysia, Hang Seng, Kospi, Nikkei 225, SSE Composite) and the market integration between Asia and the US (S & P 500), and also examines the impact of crisis on such market integration. Granger Causality test has been applied to find out the long term interdependencies among the selected markets along with Impulse Response analysis under VAR framework to appraise the responses and short term dynamics among the Asian stock markets	en_US
dc.language.iso	en_US	en_US
dc.publisher	Vidyasagar University , Midnapore , West-Bengal , India	en_US
dc.relation.ispartofseries	Vidyasagar University Journal of Commerce;2014
dc.subject	Financial market	en_US
dc.subject	Financial Co-integration	en_US
dc.subject	Unit-root Problem	en_US
dc.subject	Cause-Effect Relationship	en_US
dc.subject	Financial Crisis	en_US
dc.subject	Generalized Impulse Response	en_US
dc.subject	VECM	en_US
dc.title	FINANCIAL CRISIS 2008 AND ITS IMPACT ON THE STOCK MARKET INTEGRATION: A STUDY ON SOME SELECTED ASIAN MARKETS	en_US
dc.type	Article	en_US
Appears in Collections:	Vidyasagar University Journal of Commerce Vol.19 [2014]

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