I would like help investigating cointegration of global stock markets. I would like to know if there is a relationship between stock markets in different countries. You will first do unit root test, then do Johansen cointegration, VAR model and VECM model, and finally, if there is no long-term relationship,we will make another Granger causality.
I am a postgraduate in Economics from national university of sciences and technology islamabad. I have studied Advance courses in Econometrics and i will do this project on time because i have a strong grip on Cointegration Analysis, unit root and all the listed test.
kindly give me a chance to do your work. thankyou in anticipation
regards Ayesha