The impact of Asian currency crisis on exchange rates and equity market volatility and returns : an international investor's perspective.
Impact of the Asian Currency Crisis on exchange rates and equity market volatility and returns from an international investor's perspective is investigated. Risk and return characteristics of eleven stock markets is examined using correlation analysis and Sharpe ratio analysis. Results show d...
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Final Year Project (FYP) |
| Published: |
2008
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/11315 |