Download or read book Co-Movements of the Indian Stock Market with Select Emerging Markets written by P. Sireesha and published by . This book was released on 2015 with total page 15 pages. Available in PDF, EPUB and Kindle. Book excerpt: The study is carried out to test the co movements of Indian stock market with select major emerging markets over the globe. Various techniques like the Unit Root test, Cointegration test, Causality test, Vector Auto Regression, Impulse Responses. Variance Decomposition and Vector Error Correction are conducted on the sample. India has been influenced by and is influencing most of the countries selected for the study. This proves the impact of cointegration among the global markets.