Co-movements of major Asian-Pacific and the United States equity markets : a Singapore dollar perspective.

This paper investigates the lead/lag relationships among major the Asian-Pacific and United States equity markets from a Singapore investor's perspective. Using daily closing index data for the period from 4 January 1988 to 21 April 1994, we apply Granger Causality techniques to determine the d...

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Bibliographic Details
Main Authors:	Cheow, Hock Beng., Chern, Cher Hoon., Low, Jee Fun.
Other Authors:	Lau, Sie Ting
Format:	Theses and Dissertations
Language:	English
Published:	2009
Subjects:	DRNTU::Business::Finance::Equity
Online Access:	http://hdl.handle.net/10356/20113
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Institution:	Nanyang Technological University
Language:	English

id	sg-ntu-dr.10356-20113
record_format	dspace
spelling	sg-ntu-dr.10356-201132024-01-12T10:09:20Z Co-movements of major Asian-Pacific and the United States equity markets : a Singapore dollar perspective. Cheow, Hock Beng. Chern, Cher Hoon. Low, Jee Fun. Lau, Sie Ting Nanyang Business School DRNTU::Business::Finance::Equity This paper investigates the lead/lag relationships among major the Asian-Pacific and United States equity markets from a Singapore investor's perspective. Using daily closing index data for the period from 4 January 1988 to 21 April 1994, we apply Granger Causality techniques to determine the degree and direction of causality between the Singapore and other major foreign equity markets. Master of Business Administration (Banking & Finance) 2009-12-14T08:17:46Z 2009-12-14T08:17:46Z 1994 1994 Thesis http://hdl.handle.net/10356/20113 en NANYANG TECHNOLOGICAL UNIVERSITY 101 p. application/pdf
institution	Nanyang Technological University
building	NTU Library
continent	Asia
country	Singapore Singapore
content_provider	NTU Library
collection	DR-NTU
language	English
topic	DRNTU::Business::Finance::Equity
spellingShingle	DRNTU::Business::Finance::Equity Cheow, Hock Beng. Chern, Cher Hoon. Low, Jee Fun. Co-movements of major Asian-Pacific and the United States equity markets : a Singapore dollar perspective.
description	This paper investigates the lead/lag relationships among major the Asian-Pacific and United States equity markets from a Singapore investor's perspective. Using daily closing index data for the period from 4 January 1988 to 21 April 1994, we apply Granger Causality techniques to determine the degree and direction of causality between the Singapore and other major foreign equity markets.
author2	Lau, Sie Ting
author_facet	Lau, Sie Ting Cheow, Hock Beng. Chern, Cher Hoon. Low, Jee Fun.
format	Theses and Dissertations
author	Cheow, Hock Beng. Chern, Cher Hoon. Low, Jee Fun.
author_sort	Cheow, Hock Beng.
title	Co-movements of major Asian-Pacific and the United States equity markets : a Singapore dollar perspective.
title_short	Co-movements of major Asian-Pacific and the United States equity markets : a Singapore dollar perspective.
title_full	Co-movements of major Asian-Pacific and the United States equity markets : a Singapore dollar perspective.
title_fullStr	Co-movements of major Asian-Pacific and the United States equity markets : a Singapore dollar perspective.
title_full_unstemmed	Co-movements of major Asian-Pacific and the United States equity markets : a Singapore dollar perspective.
title_sort	co-movements of major asian-pacific and the united states equity markets : a singapore dollar perspective.
publishDate	2009
url	http://hdl.handle.net/10356/20113
_version_	1789482895962800128

Co-movements of major Asian-Pacific and the United States equity markets : a Singapore dollar perspective.

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