Price Interdependence Among Equity Markets in the Asia-Pacific Region

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Publisher : Routledge
ISBN 13 : 1000160378
Total Pages : 115 pages
Book Rating : 4.0/5 (1 download)

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Book Synopsis Price Interdependence Among Equity Markets in the Asia-Pacific Region by : Eduardo Roca

Download or read book Price Interdependence Among Equity Markets in the Asia-Pacific Region written by Eduardo Roca and published by Routledge. This book was released on 2020-11-26 with total page 115 pages. Available in PDF, EPUB and Kindle. Book excerpt: This title was first published in 2000: An investigation of the issue of financial markets interdependence or integration through the application of recently developed and powerful techniques in time series econometrics. The text provides coverage of theoretical analysis and applications in the context of the Asia-Pacific region.

Interdependence Among the Asian Pacific Stock Market During the Asian Financial Crisis

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Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (129 download)

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Book Synopsis Interdependence Among the Asian Pacific Stock Market During the Asian Financial Crisis by : Wan Mansor Mahmood

Download or read book Interdependence Among the Asian Pacific Stock Market During the Asian Financial Crisis written by Wan Mansor Mahmood and published by . This book was released on 2007 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper examines the short-run and long-run price interdependence among the Asian Pacific equity markets in the period surrounding the Asian financial crisis. The daily data from January 1997 to December 2000 composed of value weighted equity market indices for Malaysian, Japan, Hong Kong and Australia are used. The unit root test, cointergration test, error correction model and the causality tests are conducted to examine the relationship among these markets. Our results show that there is a stationary long-run relationship and a significant short-run causal linkage for certain cases among Asian Pacific equity markets. Furthermore, the long-run interdependence has strengthened since the onset of the crises. The causal relationships that exist between the developed, and emerging equity markets, suggest that opportunities for international portfolio diversification in Asian Pacific equity markets still exist.

Price Interdependence Among Equity Markets in the Asia-Pacific Region

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Author :
Publisher : Routledge
ISBN 13 : 1000114023
Total Pages : 184 pages
Book Rating : 4.0/5 (1 download)

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Book Synopsis Price Interdependence Among Equity Markets in the Asia-Pacific Region by : Eduardo Roca

Download or read book Price Interdependence Among Equity Markets in the Asia-Pacific Region written by Eduardo Roca and published by Routledge. This book was released on 2020-11-25 with total page 184 pages. Available in PDF, EPUB and Kindle. Book excerpt: This title was first published in 2000: An investigation of the issue of financial markets interdependence or integration through the application of recently developed and powerful techniques in time series econometrics. The text provides coverage of theoretical analysis and applications in the context of the Asia-Pacific region.

An Empirical Investigation of Asia-Pacific Stock Markets

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Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (595 download)

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Book Synopsis An Empirical Investigation of Asia-Pacific Stock Markets by : Su-Chin Yang

Download or read book An Empirical Investigation of Asia-Pacific Stock Markets written by Su-Chin Yang and published by . This book was released on 1999 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

An Examination of the Variation in Equity Market Returns and Volatility in the Asia Pacific Region

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Publisher :
ISBN 13 :
Total Pages : 36 pages
Book Rating : 4.:/5 (318 download)

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Book Synopsis An Examination of the Variation in Equity Market Returns and Volatility in the Asia Pacific Region by : Richard Heaney

Download or read book An Examination of the Variation in Equity Market Returns and Volatility in the Asia Pacific Region written by Richard Heaney and published by . This book was released on 1997 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Asia’s Stock Markets from the Ground Up

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Publisher : Marshall Cavendish International Asia Pte Ltd
ISBN 13 : 9815009524
Total Pages : 274 pages
Book Rating : 4.8/5 (15 download)

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Book Synopsis Asia’s Stock Markets from the Ground Up by : Herald van der Linde

Download or read book Asia’s Stock Markets from the Ground Up written by Herald van der Linde and published by Marshall Cavendish International Asia Pte Ltd. This book was released on 2021-10-15 with total page 274 pages. Available in PDF, EPUB and Kindle. Book excerpt: A summary of how stock markets work for those looking to invest. This book is a practical guide to Asia’s stock markets for a general audience. It is for people who do not know much about financial markets but, for whatever reason, would like to learn more. They could be seasoned expatriate pilots, academics and other professionals, newcomers in the region as well as students or young men and women about to start in the finance industry. The idea is to cut through the alphabet soup of industry jargon to provide a clear understanding of how these markets work, how they differ from each other in size and depth, what unique features each stock market has and what drives all the different sectors in these markets – consumers, the internet, banks and technology. The book includes helpful history lessons and personal anecdotes drawn from the author’s 30 years in the world of Asian investments.

Does Intra-Regional Trade Matter in Regional Stock Markets?

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Publisher :
ISBN 13 :
Total Pages : 62 pages
Book Rating : 4.:/5 (13 download)

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Book Synopsis Does Intra-Regional Trade Matter in Regional Stock Markets? by : SeiWan Kim

Download or read book Does Intra-Regional Trade Matter in Regional Stock Markets? written by SeiWan Kim and published by . This book was released on 2016 with total page 62 pages. Available in PDF, EPUB and Kindle. Book excerpt: We provide new evidence on the relationship between bilateral trade and stock market performance over Asia-Pacific region. Using three regional blocs in Asia-Pacific region - the Far Eastern bloc, the Chinese bloc, and the Australian bloc, we examine two main questions: whether trade linkages between countries affect stock returns of trading partners and whether stock markets of trading partners are interdependent. By incorporating two distinct dynamic properties of regime shifting and cointegration in intra-regional trade and stock market index, we employ a newly suggested multi-variable smooth transition autoregressive vector error correction model (STAR-VECM). A series of STAR-based tests reveals the evidence that bilateral trade significantly Granger-causes stock returns in Asia-Pacific region with the effect varying over regime changes. Among three blocs, Far Eastern bloc displays the most pronounced complementary relationship between trade growth and stock returns compared to other blocs. We also find evidence of stock market synchronization within each region.

Short and Long-term Price Linkages Among Asia-Pacific Economic Co-operation (APEC) Equity Markets

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Publisher :
ISBN 13 :
Total Pages : 20 pages
Book Rating : 4.:/5 (223 download)

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Book Synopsis Short and Long-term Price Linkages Among Asia-Pacific Economic Co-operation (APEC) Equity Markets by : Andrew Worthington

Download or read book Short and Long-term Price Linkages Among Asia-Pacific Economic Co-operation (APEC) Equity Markets written by Andrew Worthington and published by . This book was released on 2002 with total page 20 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Stock Market Linkages in Emerging Asia-Pacific Markets

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Publisher :
ISBN 13 :
Total Pages : 16 pages
Book Rating : 4.:/5 (13 download)

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Book Synopsis Stock Market Linkages in Emerging Asia-Pacific Markets by : Srinivasan Palamalai

Download or read book Stock Market Linkages in Emerging Asia-Pacific Markets written by Srinivasan Palamalai and published by . This book was released on 2013 with total page 16 pages. Available in PDF, EPUB and Kindle. Book excerpt: This study examines the stock market integration among major stock markets of emerging Asia-Pacific economies, viz. India, Malaysia, Hong Kong, Singapore, South Korea, Taiwan, Japan, China, and Indonesia. The Johansen and Juselius multivariate cointegration test, Granger causality/Block exogeneity Wald test based on the vector error correction model (VECM) approach, and variance decomposition analysis were used to investigate the dynamic linkages between markets. Cointegration test confirmed a well-defined long-run equilibrium relationship among the major stock markets, implying that there exists a common force, such as arbitrage activity, which brings these stock markets together in the long run. The results of Granger causality/Block exogeneity Wald test based on VECM and variance decomposition analysis revealed the stock market interdependencies and dynamic interactions among the selected emerging Asia-Pacific economies. This result implies that investors can gain feasible benefits from international portfolio diversification in the short run. On the whole, the study results suggest that although long-term diversification benefits from exposure to these markets might be limited, short-run benefits might exist due to substantial transitory fluctuations.

Tail Risk Spillover in Asia Pacific Stock Market

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Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (118 download)

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Book Synopsis Tail Risk Spillover in Asia Pacific Stock Market by : Tom Fong

Download or read book Tail Risk Spillover in Asia Pacific Stock Market written by Tom Fong and published by . This book was released on 2017 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Transmission of Market Movements and Linkages Between Equity Markets in the Asia Pacific Region

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Publisher :
ISBN 13 :
Total Pages : 80 pages
Book Rating : 4.:/5 (155 download)

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Book Synopsis Transmission of Market Movements and Linkages Between Equity Markets in the Asia Pacific Region by : Arie Dekker

Download or read book Transmission of Market Movements and Linkages Between Equity Markets in the Asia Pacific Region written by Arie Dekker and published by . This book was released on 1998 with total page 80 pages. Available in PDF, EPUB and Kindle. Book excerpt:

The Rise of the Corporate Economy in Southeast Asia

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Publisher : Routledge
ISBN 13 : 1134157541
Total Pages : 407 pages
Book Rating : 4.1/5 (341 download)

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Book Synopsis The Rise of the Corporate Economy in Southeast Asia by : Rajeswary Ampalavanar Brown

Download or read book The Rise of the Corporate Economy in Southeast Asia written by Rajeswary Ampalavanar Brown and published by Routledge. This book was released on 2007-01-24 with total page 407 pages. Available in PDF, EPUB and Kindle. Book excerpt: Backed by detailed empirical data, Raj Brown gives a comprehensive analysis of the rise of the corporate economy in Southeast Asia, focusing in particular on corporate organization, methods of finance, business environment and corporate governance.

International Bibliography of Economics

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Publisher : Psychology Press
ISBN 13 : 9780415262361
Total Pages : 720 pages
Book Rating : 4.2/5 (623 download)

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Book Synopsis International Bibliography of Economics by : Compiled by the British Library of Political and Economic Science

Download or read book International Bibliography of Economics written by Compiled by the British Library of Political and Economic Science and published by Psychology Press. This book was released on 2001-11-22 with total page 720 pages. Available in PDF, EPUB and Kindle. Book excerpt: IBSS is the essential tool for librarians, university departments, research institutions and any public or private institution whose work requires access to up-to-date and comprehensive knowledge of the social sciences.

Commercial Law Aspects of Residential Mortgage Securitisation in Australia

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Publisher : Springer
ISBN 13 : 3030006050
Total Pages : 292 pages
Book Rating : 4.0/5 (3 download)

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Book Synopsis Commercial Law Aspects of Residential Mortgage Securitisation in Australia by : Pelma Rajapakse

Download or read book Commercial Law Aspects of Residential Mortgage Securitisation in Australia written by Pelma Rajapakse and published by Springer. This book was released on 2019-04-11 with total page 292 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book evaluates key commercial law aspects of the relevant law and legislation governing residential mortgage-backed securities (RMBSs) in Australia from a legal perspective. Within the context of a “public benefit test” framework, the book seeks to critically evaluate the impact and effectiveness of current law and regulation governing RMBSs. There is a dearth of both academic and practical literature on the legal and regulatory issues surrounding RMBSs in Australia. The book aims to make a contribution to the formulation of law and public policy by suggesting a number of reforms to the current law and practice surrounding RMBSs in Australia. In part, these suggested reforms will be based on the lessons learned from the experiences of overseas jurisdictions such as Canada, the U.K, and the United States.

Asia-Pacific Financial Markets

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Publisher : Elsevier
ISBN 13 : 0762314710
Total Pages : 537 pages
Book Rating : 4.7/5 (623 download)

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Book Synopsis Asia-Pacific Financial Markets by : Suk-Joong Kim

Download or read book Asia-Pacific Financial Markets written by Suk-Joong Kim and published by Elsevier. This book was released on 2007-12-12 with total page 537 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume of "International Finance Review" focuses on the Asia-Pacific financial markets. A total of 22 original papers, not published elsewhere, have been selected from a competitive field. These papers utilize a variety of methods, including theoretical, empirical and qualitative to highlight a range of issues across the region. Several papers offer combinations of these different categories and among the empirical papers, there are a wide variety of datasets analyzed. While China does play a significant part in the analysis of five of the papers in this volume (this is to be expected given its importance in the region), a host of other countries are also considered. This ensures the volume is truly international in its scope. These papers each serve to contribute to the knowledge on a particular issue related to the financial markets within this region and for this volume, three main issues have been identified: integration, innovation and challenges. Articles are contributed by experts in their fields. It is truly international in scope.

ASEAN in an Interdependent World

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Publisher : Routledge
ISBN 13 : 1351724657
Total Pages : 119 pages
Book Rating : 4.3/5 (517 download)

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Book Synopsis ASEAN in an Interdependent World by : Muzafar Shah Habibullah

Download or read book ASEAN in an Interdependent World written by Muzafar Shah Habibullah and published by Routledge. This book was released on 2017-11-01 with total page 119 pages. Available in PDF, EPUB and Kindle. Book excerpt: This title was first published in 2000. This volume contains nine selected applied economic papers presented during the 1999 Faculty of Economics and Management Seminar in Melaka. The articles included focus the studies on trade and finance in Malaysia and other ASEAN member countries.

Risk Management Post Financial Crisis

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Publisher : Emerald Group Publishing
ISBN 13 : 1784410268
Total Pages : 455 pages
Book Rating : 4.7/5 (844 download)

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Book Synopsis Risk Management Post Financial Crisis by : Jonathan A. Batten

Download or read book Risk Management Post Financial Crisis written by Jonathan A. Batten and published by Emerald Group Publishing. This book was released on 2014-10-03 with total page 455 pages. Available in PDF, EPUB and Kindle. Book excerpt: Risk Management Post Financial Crisis: A Period of Monetary Easing provides further insights into postcrisis developments in the global economic and financial environment including advances in measuring and reporting risk and liquidity. Contributions come from leading banks, international organisations and worldrenowned universities.