Interdependence among emerging Asian stock markets.

More open capital markets and better telecommunication in the 1980s and 1990s may have made even emerging stock markets more interdependent. This paper examines the interdependence of stock markets in eight East Asian countries using an MA(1)-GARCH(1,1)-M model and tests of causality in mean and va...

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Main Author:	Koh, Hock Ghee.
Other Authors:	Alba, Joseph Dennis
Format:	Final Year Project
Published:	2008
Subjects:	DRNTU::Business::Finance::Stock exchanges
Online Access:	http://hdl.handle.net/10356/10699
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Institution:	Nanyang Technological University

id	sg-ntu-dr.10356-10699
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spelling	sg-ntu-dr.10356-106992023-05-19T06:16:18Z Interdependence among emerging Asian stock markets. Koh, Hock Ghee. Alba, Joseph Dennis Nanyang Business School DRNTU::Business::Finance::Stock exchanges More open capital markets and better telecommunication in the 1980s and 1990s may have made even emerging stock markets more interdependent. This paper examines the interdependence of stock markets in eight East Asian countries using an MA(1)-GARCH(1,1)-M model and tests of causality in mean and variance. 2008-09-24T07:46:36Z 2008-09-24T07:46:36Z 1998 1998 Final Year Project (FYP) http://hdl.handle.net/10356/10699 Nanyang Technological University application/pdf
institution	Nanyang Technological University
building	NTU Library
continent	Asia
country	Singapore Singapore
content_provider	NTU Library
collection	DR-NTU
topic	DRNTU::Business::Finance::Stock exchanges
spellingShingle	DRNTU::Business::Finance::Stock exchanges Koh, Hock Ghee. Interdependence among emerging Asian stock markets.
description	More open capital markets and better telecommunication in the 1980s and 1990s may have made even emerging stock markets more interdependent. This paper examines the interdependence of stock markets in eight East Asian countries using an MA(1)-GARCH(1,1)-M model and tests of causality in mean and variance.
author2	Alba, Joseph Dennis
author_facet	Alba, Joseph Dennis Koh, Hock Ghee.
format	Final Year Project
author	Koh, Hock Ghee.
author_sort	Koh, Hock Ghee.
title	Interdependence among emerging Asian stock markets.
title_short	Interdependence among emerging Asian stock markets.
title_full	Interdependence among emerging Asian stock markets.
title_fullStr	Interdependence among emerging Asian stock markets.
title_full_unstemmed	Interdependence among emerging Asian stock markets.
title_sort	interdependence among emerging asian stock markets.
publishDate	2008
url	http://hdl.handle.net/10356/10699
_version_	1770564826019397632

Interdependence among emerging Asian stock markets.

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