期刊名称:International Journal of Management and Strategy
电子版ISSN:2231-0703
出版年度:2012
卷号:3
期号:4
出版社:International Journal of Management and Strategy
摘要:This study explore the relationship among the major developed equity markets and the Karachi stock market this research covered the stock return prices from 1999 to 2012. To find the Relationship among equity markets, we applied VAR statistics, unit root test, unrestricted co-integration rank test(trace), Unrestricted co-integration rank test(maximum Eigen value) Granger causality.