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

Please use this identifier to cite or link to this item: http://inet.vidyasagar.ac.in:8080/jspui/handle/123456789/1021

Title:	FINANCIAL CRISIS 2008 AND ITS IMPACT ON THE STOCK MARKET INTEGRATION: A STUDY ON SOME SELECTED ASIAN MARKETS
Authors:	Khan, Tagar Lal
Keywords:	Financial market Financial Co-integration Unit-root Problem Cause-Effect Relationship Financial Crisis Generalized Impulse Response VECM
Issue Date:	2014
Publisher:	Vidyasagar University , Midnapore , West-Bengal , India
Series/Report no.:	Vidyasagar University Journal of Commerce;2014
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
Description:	82-94
URI:	http://inet.vidyasagar.ac.in:8080/jspui/handle/123456789/1021
ISSN:	0973-5917
Appears in Collections:	Vidyasagar University Journal of Commerce Vol.19 [2014]

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