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What is Correlation of Global Stock Indices about?

This document provides an introduction and background on four major stock market indices: the S&P 500 (US), FTSE 100 (UK), SSE (China), and S&P CNX Nifty (India). It discusses the history and composition of each index. The document aims to analyze the correlation between movements in these four indices through calculating their correlation coefficients using historical daily and weekly price data from 2009-2010. This will provide insights into the degree of integration between these major world stock market

Author

Mansi Dhamija

Language

EN