Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/8708
Title: Co-movement of stock market indices between Singapore and her trading partners
Authors: Tan, Priscilla
Ung, Wynn Bin Yang
Keywords: DRNTU::Business::Finance::Stock exchanges
Issue Date: 2002
Abstract: This paper investigates the price linkages between the equity markets of Singapore and that of Indonesia, Philippines, Malaysia, Taiwan, Hong Kong, United States, Japan and Germany using daily Morgan Stanley Capital International (MSCI) stockmarket data covering the period 1997 to 2001. Cointegration test using the Johansen [Journal of Economic Dynamics and Control, 12, 1988] procedure based on Vector Error Correction Model (VECM) is conducted. The short run dynamic interactions of the markets are also examined.
URI: http://hdl.handle.net/10356/8708
Rights: Nanyang Technological University
Fulltext Permission: restricted
Fulltext Availability: With Fulltext
Appears in Collections:NBS Student Reports (FYP/IA/PA/PI)

Files in This Item:
File Description SizeFormat 
NBS-REPORTS_1438.pdf
  Restricted Access
537.36 kBAdobe PDFView/Open

Google ScholarTM

Check

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