Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/20113
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dc.contributor.authorCheow, Hock Beng.en_US
dc.contributor.authorChern, Cher Hoon.en_US
dc.contributor.authorLow, Jee Fun.en_US
dc.date.accessioned2009-12-14T08:17:46Z-
dc.date.available2009-12-14T08:17:46Z-
dc.date.copyright1994en_US
dc.date.issued1994-
dc.identifier.urihttp://hdl.handle.net/10356/20113-
dc.description.abstractThis 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.en_US
dc.format.extent101 p.en_US
dc.language.isoen-
dc.rightsNANYANG TECHNOLOGICAL UNIVERSITYen_US
dc.subjectDRNTU::Business::Finance::Equity-
dc.titleCo-movements of major Asian-Pacific and the United States equity markets : a Singapore dollar perspective.en_US
dc.typeThesisen_US
dc.contributor.supervisorLau, Sie Tingen_US
dc.contributor.schoolCollege of Business (Nanyang Business School)en_US
dc.description.degreeMaster of Business Administration (Banking & Finance)en_US
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