Please use this identifier to cite or link to this item:
Title: 2008 financial crisis and stock markets intertemporal linkages across Asia and U.S.
Authors: Wang, Binzhu
Sun, Ge
Yang, Wanyi
Keywords: DRNTU::Social sciences::Economic theory::Macroeconomics
Issue Date: 2011
Abstract: The 'secret linkages' among stock markets in 1997 Asia financial crisis have all headed above water - the cause and phenomenon, integration and causal linkages across Asian stock markets have been widely studied. While in case of 2008 global financial crisis, no research has been done on examining the intertemporal linkages across stock markets yet. This paper aims to examine both short-run causal linkages and long-run cointegration and intertemporal linkages among US and top seven Asian stock markets in terms of the market capitalization size, namely Japan, China, Hong Kong, Korea, Singapore, Malaysia and Thailand.
Rights: Nanyang Technological University
Fulltext Permission: restricted
Fulltext Availability: With Fulltext
Appears in Collections:HSS Student Reports (FYP/IA/PA/PI)

Files in This Item:
File Description SizeFormat 
  Restricted Access
4.13 MBAdobe PDFView/Open

Page view(s) 50

Updated on Feb 25, 2021

Download(s) 50

Updated on Feb 25, 2021

Google ScholarTM


Items in DR-NTU are protected by copyright, with all rights reserved, unless otherwise indicated.