Economic Journal of Emerging Markets
Volume 11 Issue 1, 2006

Integration of World Stock Market an Emperical Investigation

Nalini Prava Tripathy (Unknown)

Article Info

Publish Date
22 Jul 2009

Abstract

This paper has analyzed the integration of world stock market with emerging mar-ket by using the Granger Causality test and Johansens co integration test. This paper has found one-way significant causality between some of the emerging markets with world mar-kets and concludes that some of the emerging markets have long term equilibrium relation-ship with world stock market.Key words: world market, emerging market, causality test, Johansens co integration test

Copyrights © 2006




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Journal Info
Economic Journal of Emerging Markets
Website

Abbrev

JEP

Publisher

Universitas Islam Indonesia

Subject

Economics, Econometrics & Finance

Description

The Economic Journal of Emerging Markets (EJEM) is a peer-reviewed journal which provides a forum for scientific works pertaining to emerging market economies. Published every April and October, this journal welcomes original research papers on all aspects of economic development issues. The journal ...