Cointegration and stock market interdependence: Evidence from South Africa, India and the USA
The purpose of this study is to explore the nature of the association and the possible existence of a shortrun and long-run relationship between the stock-market indices of South Africa, India and the USA. The idea behind this combination is to know how the stock markets of these three prominent cou...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
AOSIS
2015-11-01
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| Series: | South African Journal of Economic and Management Sciences |
| Online Access: | https://sajems.org/index.php/sajems/article/view/1029 |