Empirical study on the correlations and the causality between the Singapore and Malaysia equity markets.

This project aims to study the correlation and causality between Singapore and Malaysia equity markets. The correlation test and Granger causality test are used to test on the Stock Exchange of Singapore All Shares Index (SES-ALL) and the Kuala Lumpur Composite Index (KLCI)

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Bibliographic Details
Main Authors: Chung, Thau Hen, Loh, Henry Yeh Chang, Ng, Chee Kin
Other Authors: Sun, Qian
Format: Theses and Dissertations
Language:English
Published: 2009
Subjects:
Online Access:http://hdl.handle.net/10356/20272
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Institution: Nanyang Technological University
Language: English