Co-movement of stock price indices between United States and the Asian stock markets.

Co-movement of stock price indices between United States and the Asian stock markets.

The objective of this paper is to examine the interrelationships between the US and Asian countries using cointegration analysis. Evidence of cointegration suggests that long run equilibrium relationship exist amongst these countries. Interdependence between them indicates that there are no long-run...

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Main Authors: Tang, Wee Pin., Teo, Jaclynn Tiong Lym.
Other Authors: Cao, Yong
Format: Final Year Project
Published: 2008
Subjects:
DRNTU::Business::Finance::Stock exchanges
Online Access:http://hdl.handle.net/10356/9134
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Institution: Nanyang Technological University
id sg-ntu-dr.10356-9134
record_format dspace
spelling sg-ntu-dr.10356-91342023-05-19T06:09:01Z Co-movement of stock price indices between United States and the Asian stock markets. Tang, Wee Pin. Teo, Jaclynn Tiong Lym. Cao, Yong Nanyang Business School DRNTU::Business::Finance::Stock exchanges The objective of this paper is to examine the interrelationships between the US and Asian countries using cointegration analysis. Evidence of cointegration suggests that long run equilibrium relationship exist amongst these countries. Interdependence between them indicates that there are no long-run potential gains from diversifying investments between these stock markets. 2008-09-24T07:28:57Z 2008-09-24T07:28:57Z 2000 2000 Final Year Project (FYP) http://hdl.handle.net/10356/9134 Nanyang Technological University application/pdf
institution Nanyang Technological University
building NTU Library
continent Asia
country Singapore
Singapore
content_provider NTU Library
collection DR-NTU
topic DRNTU::Business::Finance::Stock exchanges
spellingShingle DRNTU::Business::Finance::Stock exchanges
Tang, Wee Pin.
Teo, Jaclynn Tiong Lym.
Co-movement of stock price indices between United States and the Asian stock markets.
description The objective of this paper is to examine the interrelationships between the US and Asian countries using cointegration analysis. Evidence of cointegration suggests that long run equilibrium relationship exist amongst these countries. Interdependence between them indicates that there are no long-run potential gains from diversifying investments between these stock markets.
author2 Cao, Yong
author_facet Cao, Yong
Tang, Wee Pin.
Teo, Jaclynn Tiong Lym.
format Final Year Project
author Tang, Wee Pin.
Teo, Jaclynn Tiong Lym.
author_sort Tang, Wee Pin.
title Co-movement of stock price indices between United States and the Asian stock markets.
title_short Co-movement of stock price indices between United States and the Asian stock markets.
title_full Co-movement of stock price indices between United States and the Asian stock markets.
title_fullStr Co-movement of stock price indices between United States and the Asian stock markets.
title_full_unstemmed Co-movement of stock price indices between United States and the Asian stock markets.
title_sort co-movement of stock price indices between united states and the asian stock markets.
publishDate 2008
url http://hdl.handle.net/10356/9134
_version_ 1770563858852741120

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