Comovement of stock markets pre- and post-COVID-19 pandemic: a study of Asian markets

Purpose – The study aims is to explore the cointegration level among major Asian stock indices from pre- COVID-19 to post COVID-19 times. Design/methodology/approach – Johansen cointegration test is employed to know the long run relationship among the stock market indices of Hong Kong, Indonesia, Ma...

Full description

Saved in:
Bibliographic Details
Main Author: Reetika Verma
Format: Article
Language:English
Published: Emerald Publishing 2024-03-01
Series:IIM Ranchi Journal of Management Studies
Subjects:
Online Access:https://www.emerald.com/insight/content/doi/10.1108/IRJMS-09-2022-0086/full/pdf
Tags: Add Tag
No Tags, Be the first to tag this record!