.

ISSN 2063-5346
For urgent queries please contact : +918130348310

COINTEGRATION OF FINANCIAL MARKETS: A REVIEW

Main Article Content

Sumayya C V, Dr. T Mohamed Nishad, Shibli K
ยป doi: 10.31838/ecb/2023.12.s2.105

Abstract

This paper's goal is to provide a systematic review of the literature on financial market co-integration. The current research is based on a review of empirical, conceptual, and literature-based studies primarily focused on financial market co-integration and causality, and it was conducted using the Scopus database, which gathers reputable publications for the years 2000โ€“2021. This paper explains the origins and history of the concept of co-integration and its application in finance, as well as how it may be used to better understand investor attitudes toward portfolio diversification and investment decisions.

Article Details