Interdependence among emerging Asian stock markets.
Koh, Hock Ghee.
Date of Issue1998
College of Business (Nanyang Business School)
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.
Final Year Project (FYP)
Nanyang Technological University