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Record W3127249494 · doi:10.5430/rwe.v12n2p228

Chinese and Indian Stock Markets: Linkages and Interdependencies

2021· article· en· W3127249494 on OpenAlexvenueno aff
Karthigai Prakasam Chellaswamy, Natchimuthu Natchimuthu, Muhammadriyaj Faniband

Bibliographic record

VenueResearch in World Economy · 2021
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicMarket Dynamics and Volatility
Canadian institutionsnot available
Fundersnot available
KeywordsQuantileEconomicsEconometricsRecessionQuantile regressionInterdependenceStock (firearms)Ordinary least squaresRobustness (evolution)Stock marketChinaMonetary economicsEmerging marketsFinancial economicsMacroeconomicsGeography

Abstract

fetched live from OpenAlex

This paper examines the stock market linkages and interdependencies between China and India. We use the quantile regression approach as an alternative to Ordinary Least Squares estimation due to its flexibleness and robustness. Our results of the entire time period reveal the influence of Chinese CPI and ER on Nifty returns is not the same across the different quantiles. However, Chinese IR has no impact on Nifty returns. Further, Indian CPI has a negligible effect on SSE returns. In contrast, IR and ER do not affect SSE returns. This study also observes that the dependence structure between CPI and SSE returns indicates a negligible change post-recession period. However, the dependence structure between IR, ER, and SSE returns has not changed after the recession. Further, a significantly small change is found in the dependence structure between Chinese macroeconomic variables and Nifty returns post-recession.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.003
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesInsufficient payload (model declined to judge)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: Observational
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.243
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0030.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0010.001
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.001
Insufficient payload (model declined to judge)0.0010.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.051
GPT teacher head0.320
Teacher spread0.270 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

Study designObservational
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations0
Published2021
Admission routes1
Has abstractyes

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