An empirical analysis on the influence of the United States and China on major Asian markets.

• Main Authors: Hoon, Valerie Pei Wen., Low, Jasmine Yu Ting., Tan, Fiona Pei Jia.
• Other Authors: Leon, Chuen Hwa
• Format: Final Year Project
• Published: 2008
• Subjects: DRNTU::Business::International business::International economic relations
• Online Access: http://hdl.handle.net/10356/10537
• Institution: Nanyang Technological University

The fall in major stock markets on 27 February 2007, triggered by China, has raised questions about the growing influence of the latter. Working with weekly stock returns for the period between 1994 and 2007, this paper investigates the influence of the markets of the United States (U.S.) and China,...