Add to ORKGThis paper investigates the lead/lag relationships among major the Asian-Pacific and United States equity markets from a Singapore investor's perspective. Using daily closing index data for the period from 4 January 1988 to 21 April 1994, we apply Granger Causality techniques to determine the degree and direction of causality between the Singapore and other major foreign equity markets.Master of Business Administration (Banking & Finance
This paper presents an empirical study in the dynamic causal relationships between each of national ...
Introduction/Main Objectives: This study investigates the relationships between equity markets durin...
We re-examine the issue of equity market price interdependence between Australia, on one hand and Ja...
This paper investigates the lead/lag relationships among major the Asian-Pacific and United States e...
Based on exchange-rate adjusted stock returns of eight Asia-Pacific markets from July 1988 to June 1...
The paper investigates the dynamic linkages among the seven equity markets in the East Asian region ...
This paper investigates the dynamic linkages among the seven equity markets in the East Asian region...
This paper examines price linkages among Asian equity markets in the period surrounding the recent A...
This project aims to study the correlation and causality between Singapore and Malaysia equity marke...
This paper investigates the price linkages between the equity markets of Singapore and that of Indon...
In this paper, we investigate dynamic interrelationships among the stock markets of Australia, Hong ...
This paper focuses on the causality relation between US and the several Asia-pacific markets (Japan,...
By using the filtered probability calculated from the SWARCH model (Hamilton and Susmel (1994)), thi...
The study investigates the interdependence of the stock markets in the following countries; Hong Kon...
This study examines the cointegrating and long-term causal relationships of equity market prices in ...
This paper presents an empirical study in the dynamic causal relationships between each of national ...
Introduction/Main Objectives: This study investigates the relationships between equity markets durin...
We re-examine the issue of equity market price interdependence between Australia, on one hand and Ja...
This paper investigates the lead/lag relationships among major the Asian-Pacific and United States e...
Based on exchange-rate adjusted stock returns of eight Asia-Pacific markets from July 1988 to June 1...
The paper investigates the dynamic linkages among the seven equity markets in the East Asian region ...
This paper investigates the dynamic linkages among the seven equity markets in the East Asian region...
This paper examines price linkages among Asian equity markets in the period surrounding the recent A...
This project aims to study the correlation and causality between Singapore and Malaysia equity marke...
This paper investigates the price linkages between the equity markets of Singapore and that of Indon...
In this paper, we investigate dynamic interrelationships among the stock markets of Australia, Hong ...
This paper focuses on the causality relation between US and the several Asia-pacific markets (Japan,...
By using the filtered probability calculated from the SWARCH model (Hamilton and Susmel (1994)), thi...
The study investigates the interdependence of the stock markets in the following countries; Hong Kon...
This study examines the cointegrating and long-term causal relationships of equity market prices in ...
This paper presents an empirical study in the dynamic causal relationships between each of national ...
Introduction/Main Objectives: This study investigates the relationships between equity markets durin...
We re-examine the issue of equity market price interdependence between Australia, on one hand and Ja...