Co-movement of stock price indices between United States and the Asian stock markets.
Tang, Wee Pin.
Teo, Jaclynn Tiong Lym.
Date of Issue2000
College of Business (Nanyang Business School)
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.
Final Year Project (FYP)
Nanyang Technological University