Co-movement of stock price indices between United States and the Asian stock markets.

• المؤلفون الرئيسيون: Tang, Wee Pin., Teo, Jaclynn Tiong Lym.
• مؤلفون آخرون: Cao, Yong
• التنسيق: Final Year Project
• منشور في: 2008
• الموضوعات: DRNTU::Business::Finance::Stock exchanges
• الوصول للمادة أونلاين: http://hdl.handle.net/10356/9134

The objective of this paper is to examine the interrelationships between the US and Asian countries using cointegration analysis. Evidence of cointegration suggests that long run equilibrium relationship exist amongst these countries. Interdependence between them indicates that there are no long-run...