@incollection{, 524C59CD1F37411B56DFEA9CE1040647 , author={{RupreetKaur} and {PTU}}, journal={{Global Journal of Management and Business Research}}, journal={{GJMBR}}2249-45880975-585310.34257/GJMBR, address={Cambridge, United States}, publisher={Global Journals Organisation}15817 } @incollection{b0, , title={{Testing for cointegration between international stock prices}} , author={{ NAhlgren } and { JAntell }} , journal={{Applied Financial Economics}} 12 12 , year={2002} } @incollection{b1, , title={{Interrelationship between Indian and US stock markets}} , author={{ ABala } and { KSMukund }} , journal={{Journal of Management Research}} 1 3 , year={2001} } @incollection{b2, , title={{Integration of financial markets in India: an empirical evaluation}} , author={{ BKBhoi } and { SCDhal }} , journal={{RBI Occasional Papers}} 19 4 , year={1998} } @incollection{b3, , title={{Interlinkage dynamics of Asian stock markets}} , author={{ BSBodla } and { MSTuran }} , journal={{P.U. 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July-Dec 2005} } @incollection{b5, , title={{Volatility transmission and financial crisis}} , author={{ GMCaporale } and { NPittis } and { NSpagnolo }} , journal={{Journal of Economics and Finance}} 30 3 , year={2006} } @incollection{b6, , title={{International stock market efficiency and integration: a study of eighteen nations}} , author={{ KCChan } and { BEGup } and { M.-SPan }} , journal={{Journal of Business Finance and Accounting}} 24 6 , year={1997} } @incollection{b7, , title={{Cointegration, error correction and Granger causality: an application with Latin American stock markets}} , author={{ KChaudhuri }} , journal={{Applied Economics Letters}} 4 8 , year={1997} } @incollection{b8, , title={{Interdependence of stock markets: evidence from Europe during the 1920s and 1930s}} , author={{ TChoudhry }} , journal={{Applied Financial Economics}} 6 3 , year={1996} } @incollection{b9, , title={{Interdependence of international equity variances: evidence from east Asian markets}} , author={{ I.-YChuang } and { J.-RLu } and { KTswei }} , journal={{Emerging Market Review}} 8 4 , year={2007} } @incollection{b10, , title={{Cointegration and market efficiency}} , author={{ GDwyer } and { MWallace }} , journal={{Journal of International Money and Finance}} 11 4 , year={1992} } @book{b11, , title={{Volatility and causality in Asia Pacific financial markets. 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Issue 4} } @incollection{b18, , title={{Transformation of external shocks and capital market integration}} , author={{ RMacdonald }} , booktitle={{The new capital markets in Central and Eastern Europe}} , editor={ MSchroder } , year={2001} } @incollection{b19, , title={{Dynamic modeling of stock market interdependencies: an empirical investigation of Australia and the Asian NIC's}} , author={{ AM MMasih } and { RMasih }} , journal={{Review of Pacific Basin Financial Markets and Policies}} 4 2 , year={2001} } @incollection{b20, , title={{Cointegration of Indian stock markets with other leading stock markets}} , author={{ Rajiv;Menon } and { MVSubha } and { SSagaran }} , journal={{Studies in Economics and Finance}} 26 2 , year={2009. 2009} } @incollection{b21, , title={{Stock market inter linkages: a study of Indian and world equity markets}} , author={{ KNMukherjee } and { RKMishra }} , journal={{Indian J. 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