What is it about?
The paper models the non-linear correlation of Bombay Stock Exchange with major Asian indices
Featured Image
Why is it important?
A copula function helps in establishing non-linear correlations among two data set. Stock market returns in practice are non-linear in nature, Moreover, the copulas also takes into account whether the returns are left tailed or right tailed dependent.
Perspectives
This paper will help the users in understanding the medium to short tern relationship among the markets. This article is specially helpful to portfolio managers.
Dr Santanu Das
International Management Institute
Read the Original
This page is a summary of: Cointegration of Bombay Stock Exchange with Major Asian Markets—A Copula Approach, Global Business Review, May 2016, SAGE Publications,
DOI: 10.1177/0972150916630840.
You can read the full text:
Contributors
The following have contributed to this page
