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Browsing Vidyodaya Journal of Management by Subject "Asian Stock Markets, Granger Causality, Impulse Response, Information Spillover, Sri Lankan Stock Market, Stock Market Interactions"

Browsing Vidyodaya Journal of Management by Subject "Asian Stock Markets, Granger Causality, Impulse Response, Information Spillover, Sri Lankan Stock Market, Stock Market Interactions"

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  • Kuruppuarachchi, D. (Faculty of Management Studies and Commerce, University of Sri Jayewardenepura, 2016)
    This paper investigates the interaction of the Sri Lankan stock market with other Asian stock markets in terms of cointegration, contemporaneous correlations, information spillovers, and impulse responses. The study consider ...

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