Please use this identifier to cite or link to this item:
|Title:||Do stock markets move in tandem after significant events? an investigation of the 9/11 event.||Authors:||Leong, Chin Chin.
Low, Yuih Chen.
|Keywords:||DRNTU::Business::Finance::Stock exchanges||Issue Date:||2003||Abstract:||Linkages and efficiencies between markets with which innovations are transmitted are analysed. Adopting the generalized approach to forecast error variance decomposition and impulse response, markets are found to be informationally efficient and move in tandem in times of crises. Transient “herding effect” in the Asian and Middle Eastern countries exists.||URI:||http://hdl.handle.net/10356/8761||Rights:||Nanyang Technological University||Fulltext Permission:||restricted||Fulltext Availability:||With Fulltext|
|Appears in Collections:||NBS Student Reports (FYP/IA/PA/PI)|
Items in DR-NTU are protected by copyright, with all rights reserved, unless otherwise indicated.