2008 financial crisis and stock markets intertemporal linkages across Asia and U.S.

The 'secret linkages' among stock markets in 1997 Asia financial crisis have all headed above water - the cause and phenomenon, integration and causal linkages across Asian stock markets have been widely studied. While in case of 2008 global financial crisis, no research has been done on e...

Full description

Saved in:

Bibliographic Details
Main Authors:	Wang, Binzhu, Sun, Ge, Yang, Wanyi
Other Authors:	Huang Weihong
Format:	Final Year Project
Language:	English
Published:	2011
Subjects:	DRNTU::Social sciences::Economic theory::Macroeconomics
Online Access:	http://hdl.handle.net/10356/43789
Tags:	Add Tag No Tags, Be the first to tag this record!
Institution:	Nanyang Technological University
Language:	English

id	sg-ntu-dr.10356-43789
record_format	dspace
spelling	sg-ntu-dr.10356-437892019-12-10T11:03:37Z 2008 financial crisis and stock markets intertemporal linkages across Asia and U.S. Wang, Binzhu Sun, Ge Yang, Wanyi Huang Weihong School of Humanities and Social Sciences DRNTU::Social sciences::Economic theory::Macroeconomics The 'secret linkages' among stock markets in 1997 Asia financial crisis have all headed above water - the cause and phenomenon, integration and causal linkages across Asian stock markets have been widely studied. While in case of 2008 global financial crisis, no research has been done on examining the intertemporal linkages across stock markets yet. This paper aims to examine both short-run causal linkages and long-run cointegration and intertemporal linkages among US and top seven Asian stock markets in terms of the market capitalization size, namely Japan, China, Hong Kong, Korea, Singapore, Malaysia and Thailand. Bachelor of Arts 2011-04-26T06:16:20Z 2011-04-26T06:16:20Z 2011 2011 Final Year Project (FYP) http://hdl.handle.net/10356/43789 en Nanyang Technological University 88 p. application/pdf
institution	Nanyang Technological University
building	NTU Library
country	Singapore
collection	DR-NTU
language	English
topic	DRNTU::Social sciences::Economic theory::Macroeconomics
spellingShingle	DRNTU::Social sciences::Economic theory::Macroeconomics Wang, Binzhu Sun, Ge Yang, Wanyi 2008 financial crisis and stock markets intertemporal linkages across Asia and U.S.
description	The 'secret linkages' among stock markets in 1997 Asia financial crisis have all headed above water - the cause and phenomenon, integration and causal linkages across Asian stock markets have been widely studied. While in case of 2008 global financial crisis, no research has been done on examining the intertemporal linkages across stock markets yet. This paper aims to examine both short-run causal linkages and long-run cointegration and intertemporal linkages among US and top seven Asian stock markets in terms of the market capitalization size, namely Japan, China, Hong Kong, Korea, Singapore, Malaysia and Thailand.
author2	Huang Weihong
author_facet	Huang Weihong Wang, Binzhu Sun, Ge Yang, Wanyi
format	Final Year Project
author	Wang, Binzhu Sun, Ge Yang, Wanyi
author_sort	Wang, Binzhu
title	2008 financial crisis and stock markets intertemporal linkages across Asia and U.S.
title_short	2008 financial crisis and stock markets intertemporal linkages across Asia and U.S.
title_full	2008 financial crisis and stock markets intertemporal linkages across Asia and U.S.
title_fullStr	2008 financial crisis and stock markets intertemporal linkages across Asia and U.S.
title_full_unstemmed	2008 financial crisis and stock markets intertemporal linkages across Asia and U.S.
title_sort	2008 financial crisis and stock markets intertemporal linkages across asia and u.s.
publishDate	2011
url	http://hdl.handle.net/10356/43789
_version_	1681043062732619776

2008 financial crisis and stock markets intertemporal linkages across Asia and U.S.

Similar Items