Table 2

Autocorrelations in model residuals (Durbin–Watson test)

Full data
NIFTY50 2.00
S&P 500 2.00
STI Singapore 2.01
Hang SengVAR model residuals2.01
FTSE 100 2.00
Nikkei 225 1.99
Shanghai Co 2.00

Source(s): Own elaboration

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