INTEGRATION OF BRICS STOCK MARKETS AN EMPIRICAL STUDY

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dc.contributor.authorS, Allimuthu
dc.date.accessioned2023-09-08T12:06:33Z
dc.date.available2023-09-08T12:06:33Z
dc.date.issued2019-04
dc.description.abstractThe 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.identifier.issn2231-5780
dc.identifier.urihttps://scholar.google.co.in/citations?view_op=view_citation&hl=en&user=6u_FXJ4AAAAJ&citation_for_view=6u_FXJ4AAAAJ:d1gkVwhDpl0C
dc.language.isoen_USen_US
dc.publisherZENITH International Journal of Multidisciplinary Researchen_US
dc.subjectUnit rooten_US
dc.subjectStationarityen_US
dc.subjectCo-integrationen_US
dc.subjectCausalityen_US
dc.subjectBRICS marketen_US
dc.titleINTEGRATION OF BRICS STOCK MARKETS AN EMPIRICAL STUDYen_US
dc.typeArticleen_US

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