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

• المؤلفون الرئيسيون: Cheow, Hock Beng., Chern, Cher Hoon., Low, Jee Fun.
• مؤلفون آخرون: Lau, Sie Ting
• التنسيق: Theses and Dissertations
• اللغة: English
• منشور في: 2009
• الموضوعات: DRNTU::Business::Finance::Equity
• الوصول للمادة أونلاين: http://hdl.handle.net/10356/20113

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...