INTEGRATION OF GLOBAL CAPITAL MARKETS: AN EMPIRICAL EXPLORATION

DOI10.1142/S0219024904002529zbMath1108.91320MaRDI QIDQ3022101

Malay Bhattacharyya, Ashok Banerjee

Publication date: 22 June 2005

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

zbMATH Keywords

cointegrationGranger causalityGlobal capital markets

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26)

Related Items (1)

Modified neural network algorithms for predicting trading signals of stock market indices

Cites Work

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• A Test for Normality of Observations and Regression Residuals
• Vector autoregression and causality: a theoretical overview and simulation study
• Multivariate cointegration analysis of the Finnish-Japanese stock markets

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