Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/20113
Title: Co-movements of major Asian-Pacific and the United States equity markets : a Singapore dollar perspective.
Authors: Cheow, Hock Beng.
Chern, Cher Hoon.
Low, Jee Fun.
Keywords: DRNTU::Business::Finance::Equity
Issue Date: 1994
Abstract: This paper investigates the lead/lag relationships among major the Asian-Pacific and United States equity markets from a Singapore investor's perspective. Using daily closing index data for the period from 4 January 1988 to 21 April 1994, we apply Granger Causality techniques to determine the degree and direction of causality between the Singapore and other major foreign equity markets.
URI: http://hdl.handle.net/10356/20113
Rights: NANYANG TECHNOLOGICAL UNIVERSITY
Fulltext Permission: restricted
Fulltext Availability: With Fulltext
Appears in Collections:NBS Theses

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