Does Bilateral Market and Financial Integration Explains International Co-Movement Patterns1

Does Bilateral Market and Financial Integration Explains International Co-Movement Patterns1

This study aims to explore the relationship between market integration, foreign portfolio equity holding and inflation rates on international stock market linkages between Pakistan and India. To measure stock equity interlinkage, we constructed international co-movement index through rolling beta es...

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Bibliographic Details
Main Authors: Mobeen Ur Rehman, Syed Muhammad Amir Shah
Format: Article
Language:English
Published: MDPI AG 2016-05-01
Series:International Journal of Financial Studies
Subjects:
return co-movements
ARDL
variance decomposition analysis
portfolio diversification
Online Access:http://www.mdpi.com/2227-7072/4/2/10

Internet

http://www.mdpi.com/2227-7072/4/2/10

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