Co-movement of stock market indices between Singapore and her trading partners

Co-movement of stock market indices between Singapore and her trading partners

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. Cointegratio...

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書目詳細資料
Main Authors:	Tan, Priscilla, Ung, Wynn Bin Yang
其他作者:	Wang, Ruifang
格式:	Final Year Project
出版:	2008
主題:	DRNTU::Business::Finance::Stock exchanges
在線閱讀:	http://hdl.handle.net/10356/8708
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!

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