Using cointegration analysis, this research explores short-run linkages of the Indian stock market with major international markets, suggesting avenues for portfolio risk diversification.
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
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Bajaj et al. (2025) studied this question.
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