Stock Market Linkages: Evidence From The US, China And India During The Subprime Crisis
The Subprime crisis spillovered the returns and volatility from the US stock market to the other integrated economies. The present study attempts to analyze the stock market linkages between the US, India and China, especially during the US subprime Crisis. The technique of Tri-Variate Vector Autore...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Oeconomica Timisiensis Foundation
2015-06-01
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| Series: | Timisoara Journal of Economics and Business |
| Subjects: | |
| Online Access: | http://www.degruyter.com/view/j/tjeb.2015.8.issue-1/tjeb-2015-0012/tjeb-2015-0012.xml?format=INT |