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|Title:||2008 financial crisis and stock markets intertemporal linkages across Asia and U.S.||Authors:||Wang, Binzhu
|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.||URI:||http://hdl.handle.net/10356/43789||Rights:||Nanyang Technological University||Fulltext Permission:||restricted||Fulltext Availability:||With Fulltext|
|Appears in Collections:||HSS Student Reports (FYP/IA/PA/PI)|
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