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

• المؤلفون الرئيسيون: Tan, Priscilla, Ung, Wynn Bin Yang
• مؤلفون آخرون: Wang, Ruifang
• التنسيق: Final Year Project
• منشور في: 2008
• الموضوعات: DRNTU::Business::Finance::Stock exchanges
• الوصول للمادة أونلاين: http://hdl.handle.net/10356/8708

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...