The impact of Asian currency crisis on exchange rates and equity market volatility and returns : an international investor's perspective.

Impact of the Asian Currency Crisis on exchange rates and equity market volatility and returns from an international investor's perspective is investigated. Risk and return characteristics of eleven stock markets is examined using correlation analysis and Sharpe ratio analysis. Results show d...

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Bibliographic Details
Main Authors:	Hoe, Chi Wen., Tan, Lay Khim., Tan, Mei Ting.
Other Authors:	Young, Martin Robert
Format:	Final Year Project
Published:	2008
Subjects:	DRNTU::Business::Finance::Foreign exchange
Online Access:	http://hdl.handle.net/10356/11315
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Institution:	Nanyang Technological University

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spelling	sg-ntu-dr.10356-113152023-05-19T06:16:17Z The impact of Asian currency crisis on exchange rates and equity market volatility and returns : an international investor's perspective. Hoe, Chi Wen. Tan, Lay Khim. Tan, Mei Ting. Young, Martin Robert Nanyang Business School DRNTU::Business::Finance::Foreign exchange Impact of the Asian Currency Crisis on exchange rates and equity market volatility and returns from an international investor's perspective is investigated. Risk and return characteristics of eleven stock markets is examined using correlation analysis and Sharpe ratio analysis. Results show diversification remains important in investment strategy decision-making. 2008-09-24T07:53:34Z 2008-09-24T07:53:34Z 2001 2001 Final Year Project (FYP) http://hdl.handle.net/10356/11315 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::Foreign exchange
spellingShingle	DRNTU::Business::Finance::Foreign exchange Hoe, Chi Wen. Tan, Lay Khim. Tan, Mei Ting. The impact of Asian currency crisis on exchange rates and equity market volatility and returns : an international investor's perspective.
description	Impact of the Asian Currency Crisis on exchange rates and equity market volatility and returns from an international investor's perspective is investigated. Risk and return characteristics of eleven stock markets is examined using correlation analysis and Sharpe ratio analysis. Results show diversification remains important in investment strategy decision-making.
author2	Young, Martin Robert
author_facet	Young, Martin Robert Hoe, Chi Wen. Tan, Lay Khim. Tan, Mei Ting.
format	Final Year Project
author	Hoe, Chi Wen. Tan, Lay Khim. Tan, Mei Ting.
author_sort	Hoe, Chi Wen.
title	The impact of Asian currency crisis on exchange rates and equity market volatility and returns : an international investor's perspective.
title_short	The impact of Asian currency crisis on exchange rates and equity market volatility and returns : an international investor's perspective.
title_full	The impact of Asian currency crisis on exchange rates and equity market volatility and returns : an international investor's perspective.
title_fullStr	The impact of Asian currency crisis on exchange rates and equity market volatility and returns : an international investor's perspective.
title_full_unstemmed	The impact of Asian currency crisis on exchange rates and equity market volatility and returns : an international investor's perspective.
title_sort	impact of asian currency crisis on exchange rates and equity market volatility and returns : an international investor's perspective.
publishDate	2008
url	http://hdl.handle.net/10356/11315
_version_	1770563670088089600

The impact of Asian currency crisis on exchange rates and equity market volatility and returns : an international investor's perspective.

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