Does the Asian financial crisis affect the causal relationships between the United States and Asian stock markets?

• المؤلفون الرئيسيون: Seah, Fang Eng., Wang, Xiaohui., Yuan, Shi Ting.
• مؤلفون آخرون: Leon, Chuen Hwa
• التنسيق: Final Year Project
• منشور في: 2008
• الموضوعات: DRNTU::Business::Finance::Stock exchanges
• الوصول للمادة أونلاين: http://hdl.handle.net/10356/10439

This paper employed the Pairwise Granger Causality technique to examine the effect of the Asian Financial Crisis on the causal relationships between the United States and Asian stock markets, namely Singapore, Hong Kong, Korea, Malaysia and Taiwan. Data of stock return indices between the time perio...