Interdependence Among the Asian Pacific Stock Market During the Asian Financial Crisis - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Interdependence Among the Asian Pacific Stock Market During the Asian Financial Crisis write by Wan Mansor Mahmood. This book was released on 2007. Interdependence Among the Asian Pacific Stock Market During the Asian Financial Crisis available in PDF, EPUB and Kindle. This paper examines the short-run and long-run price interdependence among the Asian Pacific equity markets in the period surrounding the Asian financial crisis. The daily data from January 1997 to December 2000 composed of value weighted equity market indices for Malaysian, Japan, Hong Kong and Australia are used. The unit root test, cointergration test, error correction model and the causality tests are conducted to examine the relationship among these markets. Our results show that there is a stationary long-run relationship and a significant short-run causal linkage for certain cases among Asian Pacific equity markets. Furthermore, the long-run interdependence has strengthened since the onset of the crises. The causal relationships that exist between the developed, and emerging equity markets, suggest that opportunities for international portfolio diversification in Asian Pacific equity markets still exist.
Price Interdependence Among Equity Markets in the Asia-Pacific Region
Price Interdependence Among Equity Markets in the Asia-Pacific Region - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Price Interdependence Among Equity Markets in the Asia-Pacific Region write by Eduardo Roca. This book was released on 2020-11-26. Price Interdependence Among Equity Markets in the Asia-Pacific Region available in PDF, EPUB and Kindle. This title was first published in 2000: An investigation of the issue of financial markets interdependence or integration through the application of recently developed and powerful techniques in time series econometrics. The text provides coverage of theoretical analysis and applications in the context of the Asia-Pacific region.
An Empirical Study of Cointegration and Causality in the Asia-Pacific Stock Markets
An Empirical Study of Cointegration and Causality in the Asia-Pacific Stock Markets - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook An Empirical Study of Cointegration and Causality in the Asia-Pacific Stock Markets write by Wenzhong Fan. This book was released on 2003. An Empirical Study of Cointegration and Causality in the Asia-Pacific Stock Markets available in PDF, EPUB and Kindle. The primary aim of this study is to examine both the integration hypothesis and the short- and long-term dynamic causal linkage in the Asia-Pacific region. Employing recently advanced unit root and cointegration techniques that accommodate structural breaks and GARCH effects, this analysis will provide not only an indication of the direction of interaction but a quantitative assessment of the degree of interdependence among specific markets, in particular the intra-regional impact in Asia-Pacific. Our empirical results suggest that Asia-Pacific stock market indices are highly integrated, and the stock market crash in 1987, as well as the Asian financial crises had a statistically significant impact on the long-term relations among Asian emerging stock markets.
A Study of Correlation Between Selected Asian, European and American Stock Exchange Market
A Study of Correlation Between Selected Asian, European and American Stock Exchange Market - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook A Study of Correlation Between Selected Asian, European and American Stock Exchange Market write by Abhishek Tripathi. This book was released on 2014. A Study of Correlation Between Selected Asian, European and American Stock Exchange Market available in PDF, EPUB and Kindle. Due to Liberalization there will be emergence in stock markets. It has been observed that there has been increasing interdependence between most of the developed and emerging stock markets since the 1987 Stock Market Crash. This interdependence intensified after the 1997 Asian Financial Crisis. Objective of this paper is to examine the co-movement between selected stock market of different economies such as Asian, European and USA stock markets by using correlation technique. With the help of this technique we are able to identify the correlation between USA & European market, Asian & European market and Asian and USA markets. To examine the relationship among selected Asian countries, European and United States of America we are able to identify the correlation between return index of selected stock exchange.
Asia’s Stock Markets from the Ground Up
Asia’s Stock Markets from the Ground Up - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Asia’s Stock Markets from the Ground Up write by Herald van der Linde. This book was released on 2021-10-15. Asia’s Stock Markets from the Ground Up available in PDF, EPUB and Kindle. A summary of how stock markets work for those looking to invest. This book is a practical guide to Asia’s stock markets for a general audience. It is for people who do not know much about financial markets but, for whatever reason, would like to learn more. They could be seasoned expatriate pilots, academics and other professionals, newcomers in the region as well as students or young men and women about to start in the finance industry. The idea is to cut through the alphabet soup of industry jargon to provide a clear understanding of how these markets work, how they differ from each other in size and depth, what unique features each stock market has and what drives all the different sectors in these markets – consumers, the internet, banks and technology. The book includes helpful history lessons and personal anecdotes drawn from the author’s 30 years in the world of Asian investments.
