Open Journal of Statistics

Vol.7 No.5(2017), Paper ID 79926, 10 pages

DOI:10.4236/ojs.2017.75060

 

The Impact of US Stock Market on the Co-Movements of BRIC Stock Markets—Evidence from Linear Conditional Granger Causality

 

Lu Wang, Yang Yang, Yuanhui Ma

 

School of Mathematics, Southwest Jiaotong University, Chengdu, China
School of Economics and Management, Southwest Jiaotong University, Chengdu, China
School of Mathematics, Southwest Jiaotong University, Chengdu, China

 

Copyright © 2017 Lu Wang, Yang Yang, Yuanhui Ma et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article


Wang, L. , Yang, Y. and Ma, Y. (2017) The Impact of US Stock Market on the Co-Movements of BRIC Stock Markets—Evidence from Linear Conditional Granger Causality. Open Journal of Statistics, 7, 849-858. doi: 10.4236/ojs.2017.75060.

Copyright © 2024 by authors and Scientific Research Publishing Inc.

Creative Commons License

This work and the related PDF file are licensed under a Creative Commons Attribution 4.0 International License.