International Journal For Multidisciplinary Research

E-ISSN: 2582-2160     Impact Factor: 9.24

A Widely Indexed Open Access Peer Reviewed Multidisciplinary Bi-monthly Scholarly International Journal

Call for Paper Volume 7, Issue 4 (July-August 2025) Submit your research before last 3 days of August to publish your research paper in the issue of July-August.

Assessing Global Stock Market Linkages: A Cointegration Analysis Of The Indian Stock Market With Selected International Stock Markets

Author(s) Ms. Gauri Bajaj, Ms. Diya Batra, Ms. Rakshana Senthil, Mr. Jayesh Luthra, Mr. Mohul Goel, Mr. Ashwin Tantry
Country India
Abstract This research paper investigates complex relationships between the Indian stock market and selected international stock markets through an elaborate analysis of their dynamic relationship from 2004 to 2024. The study, focused on Indian stock markets, identifies their global challengers and is supposed to scourge out despondent markets, which by its efforts set down cointegration with the Indian stock exchange, acting as sources of portfolio risk diversification. Furthermore, it investigates the short-run dynamic interconnections of the Indian stock market with those of the US, the UK, China, and Hong Kong, through Granger causality tests
Keywords Cointegration Analysis, Stock Market Linkages, Indian Stock Market, Global Financial Integration, Market Integration, COVID-19 Impact, International Finance
Field Sociology > Banking / Finance
Published In Volume 7, Issue 4, July-August 2025
Published On 2025-07-30
DOI https://doi.org/10.36948/ijfmr.2025.v07i04.52219
Short DOI https://doi.org/g9vpsf

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