Article ID Journal Published Year Pages File Type
1003599 Research in International Business and Finance 2009 8 Pages PDF
Abstract

This paper examines the dynamic linkages between the equity market of US representing the center and emerging markets using the Granger-causality test. The findings show that causality runs from the S&P500 to the stock prices of the 15 emerging markets but not vice versa.

Keywords
Related Topics
Social Sciences and Humanities Business, Management and Accounting Business and International Management
Preview
Dynamic linkages between the center and periphery in international stock markets
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