27
Views
0
CrossRef citations to date
0
Altmetric
Research Article

A cointegration analysis of nifty index with sectoral indices of NSE

, &

References

  • Kapoor, V., Dey, S., & Khurana, A. P. (2020). Modeling the influence of world stock markets on Indian NSE index. Journal of Statistics and Management Systems, 23(2), 249-261. doi: 10.1080/09720510.2020.1734297
  • Khan, N. e. (2021). The Relationship Between Asian Stock Markets: A Co-Integration Approach. Journal of Contemporary Issues in Business & Government.
  • Lee, G., Jeong, J. (2016). An Investigation of Global and Regional Integration of ASEAN Economic Community Stock Market: Dynamic Risk Decomposition Approach. Emerging Markets Finance & Trade, 2069–2086. doi: 10.1080/1540496X.2016.1156528
  • Madhavi, E. (November 2017). Brexit Effect on the Volatility of Indian Banking Stock Returns: Some Evidence. IUP Journal of Bank Management, 23-33.
  • Mattack, Tulika. (April 2020). The Causal Relationship Between Stock Prices and Exchange Rate: A Toda-Yamamoto Approach. IUP Journal of Applied Finance, 49-58.
  • Raju, G. A., & Pavto, V. S. (2019). Stock Market Integration: A Review of Literature from a Global Perspective. IUP Journal of Applied Finance, 66-135.
  • Vinod Kumar, K. S. (2020). Dynamic linkage between nifty-fifty and sectorial indices of national stock exchange. American Journal of Economics and Business Management.
  • Kumar, Santosh. Sharma Lalit Kumar, Kumar Rajendar. (2022). An Analysis of Causality and Cointegration among Nifty Bank Index, Public and Private Sector Banks Share Prices of India. Journal of Contemporary Issues in Business and Government, 28, (03)

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.