Econometrics Help regarding VDC analysis

[Hina]

Hey everyone....
Can someone kindly help me out in my VDC analysis...
Basically i want to analyze if the trade relations between two countries affect the stock market relationship between those countries or not!!
I first carry out the stationarity tests, ADF(on return values of the stock indices) and Johansen cointegration(on dlog values of the stock indices). Then i construct a VAR model and calculate VDC's. Then i will find the correlation of the VDCs and the trade shares of the contries, and if that is high, it will tell me that trade relations effect the stock market interdependence.
My questions are:
Is my approach right?
Can anyone explain me how i can interpret the VDC results?
What VDCs values should i use in finding the correlation statistics?

Thankyou in advance
Regards!