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      Interdependence among emerging Asian stock markets.

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      NBS-REPORTS_3221.pdf (115.6Kb)
      Author
      Koh, Hock Ghee.
      Date of Issue
      1998
      School
      College of Business (Nanyang Business School)
      Abstract
      More open capital markets and better telecommunication in the 1980s and 1990s may have made even emerging stock markets more interdependent. This paper examines the interdependence of stock markets in eight East Asian countries using an MA(1)-GARCH(1,1)-M model and tests of causality in mean and variance.
      Subject
      DRNTU::Business::Finance::Stock exchanges
      Type
      Final Year Project (FYP)
      Rights
      Nanyang Technological University
      Collections
      • NBS Student Reports (FYP/IA/PA/PI)

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