Indian stock markets in an International Portfolio
Abstract
The Indian stock markets have recorded an impressive growth in the last decade, and it would be interesting to know whether this "boom" translates into the globalisation of the Indian equity market. We collected weekly data on the leading stock index and foreign exchange rate (in terms of units of local currency per US dollar) of 11 Asian countries and 9 Developed market economies (DMEs) for the period 1979-92. With this data we computed the returns available in different countries, in terms of the local currency, US $, and DM, for different sub-periods.
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