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Sejal Dhanta

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2026

Short-Run Spillovers: Co-integration and Causality Across Brazil, China, and India Equity Markets

We study how three large emerging equity markets, Brazil, China, and India, move together. The window runs from January 2017 to June 2026 and covers 2,151 matched daily observations of each market's headline index in local currency, measured in natural logarithms. We use a transparent time-series toolkit. Augmented Dic...

Sejal Dhanta · 0 citations

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