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Stock Market Linkages


Marketed By :  LAP LAMBERT Academic Publishing   Sold By :  Kamal Books International  
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  • Product Description
This study investigates the relationship across regional equity markets of Indonesia, Malaysia, the Philippines, Singapore and Thailand. Two sets of data for each respective country were selected for this study which include the series in logged form and also the volatility series. Both data streaks are segregated into three sub-periods of interest including the full-sample, pre-crisis and post-crisis. Also, a combination of econometrical analyses had been adopted in order to examine the co-movement of these markets. Overall, this study provides a plausible forefront to policy makers suggesting whether or not international diversification of portfolio investment within the context of the ASEAN-5 equity markets are made beneficial to regional and international investors.
Product Specifications
SKU :COC12335
AuthorPatricia Oh Swee Ling
Number of Pages300
Publishing Year3/20/2012
Edition1 st
Book TypeEconomics
Country of ManufactureIndia
Product BrandLAP LAMBERT Academic Publishing
Product Packaging InfoBox
In The Box1 Piece
Product First Available On ClickOnCare.com2015-07-17 00:00:00