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

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