Sources of time varying return comovements during different economic regimes: evidence from the emerging Indian equity market
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DOI: 10.1007/s11156-016-0580-2
Abstract: We study the economic and non-economic sources of stock return comovements of the emerging Indian equity market and the developed equity markets of the US, UK, Germany, France, Canada and Japan. Our findings show that… read more here.
Keywords: return comovements; indian equity; emerging indian; market ... See more keywords