Bhowmik, Roni; Debnath, Gouranga Chandra; Debnath, Nitai Chandra; Wang, Shouyang
(Daffodil International University, 22-09-13)
This study investigates granger causal linkages among six Asian emerging stock markets and the US market over the period 2002–2020, taking into account several crisis periods. The pairwise Granger causality tests for ...