The impact of Asian currency crisis on exchange rates and equity market volatility and returns : an international investor's perspective.
Hoe, Chi Wen.
Tan, Lay Khim.
Tan, Mei Ting.
Date of Issue2001
College of Business (Nanyang Business School)
Impact of the Asian Currency Crisis on exchange rates and equity market volatility and returns from an international investor's perspective is investigated. Risk and return characteristics of eleven stock markets is examined using correlation analysis and Sharpe ratio analysis. Results show diversification remains important in investment strategy decision-making.
Final Year Project (FYP)
Nanyang Technological University