Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/20272
Title: Empirical study on the correlations and the causality between the Singapore and Malaysia equity markets.
Authors: Chung, Thau Hen
Loh, Henry Yeh Chang
Ng, Chee Kin
Keywords: DRNTU::Business::Finance::Equity
Issue Date: 1996
Abstract: This project aims to study the correlation and causality between Singapore and Malaysia equity markets. The correlation test and Granger causality test are used to test on the Stock Exchange of Singapore All Shares Index (SES-ALL) and the Kuala Lumpur Composite Index (KLCI)
URI: http://hdl.handle.net/10356/20272
Rights: NANYANG TECHNOLOGICAL UNIVERSITY
Fulltext Permission: restricted
Fulltext Availability: With Fulltext
Appears in Collections:NBS Theses

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