Impulsive Response Analysis of Financial Markets in QUAD Economies: A VAR Modelling Approach
Abdul Malik Syed,
Razia Nagina,
Pretty Bhalla
Abstract:Financial market integration remains a key focus in academic finance, especially given how crucial it is to portfolio diversification. The purpose of this research is to investigate a crucial yet underexplored aspect like the cointegration of economies with formal or unofficial military ties, focusing on countries within the Quad strategic forum—India, Japan, Australia, and the United States. The daily closing values of benchmark stock market indices of Quad economies viz. Nikkie 225 for Japan, S&P ASX 200… Show more
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