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Title: The impact of Asian currency crisis on exchange rates and equity market volatility and returns : an international investor's perspective.
Authors: Hoe, Chi Wen.
Tan, Lay Khim.
Tan, Mei Ting.
Keywords: DRNTU::Business::Finance::Foreign exchange
Issue Date: 2001
Abstract: 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.
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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