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

• 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
• Institution: Nanyang Technological University

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...