Are the Asian equity markets more interdependent after the financial crisis?
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香港中文大学研究人员 ( 现职)

庄太量教授 (经济学系)

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摘要This paper examines the impact of the http://aims.cuhk.edu.hk/converis/portal/Publication/1997 Asian Financial Crisis on the linkages between the Singapore and five Asian-Pacific stock markets. We show that the interdependence between these markets has intensified after the crisis. Before the crisis, only the Malaysian stock market is found to be cointegrated with Singapore. However, after the onset of the crisis, thi stock markets of Hong Kong, Japan, Malaysia and the US are found to be cointegrated with the Singapore stock market.

着者Foo S.-Y., Wong W.K., Chong T.T.-L.
期刊名称Economics Bulletin
出版年份2008
月份4
日期2http://aims.cuhk.edu.hk/converis/portal/Publication/1
卷号6
期次http://aims.cuhk.edu.hk/converis/portal/Publication/16
出版社Economics Bulletin
出版地United States
国际标準期刊号http://aims.cuhk.edu.hk/converis/portal/Publication/1545-292http://aims.cuhk.edu.hk/converis/portal/Publication/1
语言英式英语