Do BRIC Countries’ Equity Markets Co-Move in Long Run?
Author(s) : Amanjot Singh, Parneet Kaur ABSTRACT The present study attempts to empirically analyze the co-movement in the BRIC countries’ stock markets in the long run by employing a Johansen cointegration technique. We have divided the sample period into two … Continue reading
Posted in TEL
Tagged Co-Movement, Cointegration, Financial Crisis, Johansen Approach, Portfolio
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