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

• Main Authors: Seah, Fang Eng., Wang, Xiaohui., Yuan, Shi Ting.
• 其他作者: Leon, Chuen Hwa
• 格式: Final Year Project
• 出版: 2008
• 主題: DRNTU::Business::Finance::Stock exchanges
• 在線閱讀: http://hdl.handle.net/10356/10439
• 機構: Nanyang Technological University

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...