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https://ir.vidyasagar.ac.in/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] |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| Tagar_Lal_Khan.pdf | 91.26 kB | Adobe PDF | View/Open |
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