The stock market is the barometer for the economy of any country. Since many years, the stock market has been important for the economists, researchers, governments, and policy makers. In past years, the Indian stock market has witnessed many ups and down with other International markets. Many well known researchers made attempts to study the co movement among the selected markets in the 1980s and 1990s (Cheung & Mak, 1992; Hilliard,1979). Currently, a co-movement of stock markets is among the most popular topics in finance for research. The study existence of co-movement among International capital markets has serious implications over the economic policies of a nation. Till date, studies have not covered International economic events . In this study, the co-movement of 10 selected stock markets covering the period from January 1998 to January 2020 is examined. The selection of the time period was done considering various global ups & downs, global recession, growth of the world market, emergence of new market in the world, and so forth. This study aims at exploring the short and long –term relationship between 10 stock exchanges