Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/10699
Title: Interdependence among emerging Asian stock markets.
Authors: Koh, Hock Ghee.
Keywords: DRNTU::Business::Finance::Stock exchanges
Issue Date: 1998
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.
URI: http://hdl.handle.net/10356/10699
Rights: Nanyang Technological University
Fulltext Permission: restricted
Fulltext Availability: With Fulltext
Appears in Collections:NBS Student Reports (FYP/IA/PA/PI)

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