INTEGRATION OF BRICS STOCK MARKETS AN EMPIRICAL STUDY

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DC Field	Value	Language
dc.contributor.author	S, Allimuthu	-
dc.date.accessioned	2020-09-29T10:53:32Z	-
dc.date.available	2020-09-29T10:53:32Z	-
dc.date.issued	2019-04	-
dc.identifier.issn	2231-5780	-
dc.identifier.uri	http://www.indianjournals.com/ijor.aspx?target=ijor:zijmr&volume=9&issue=4&article=029	-
dc.identifier.uri	http://localhost:8080/xmlui/handle/123456789/1867	-
dc.description.abstract	The present study examines the short-run and long-run relationship between the stock markets of BRICS namely Brazil, Russia, India, China and South Africa. The study uses the daily closing price of major stock indices of these countries from 1st January 2000 to 31st December 2017. The research methodology tools include Augmented Dickey- Fuller (ADF) test and Phillips Perrson (PP) test for testing of stationarity and use of VAR (Value at Risk) techniques like Granger Causality test and Johansen and Juselius co-integration test in order to find the integration among the BRICS stock exchanges. The study found evidence for both the short-run and long-run relationship between the BRICS stock exchanges.	en_US
dc.language.iso	en	en_US
dc.publisher	ZENITH International Journal of Multidisciplinary Research	en_US
dc.subject	BRICS	en_US
dc.subject	Stock Market	en_US
dc.subject	Unit root	en_US
dc.subject	Cointegration	en_US
dc.subject	Granger Causality	en_US
dc.title	INTEGRATION OF BRICS STOCK MARKETS AN EMPIRICAL STUDY	en_US
dc.type	Article	en_US
Appears in Collections:	National Journals

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