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 |
| _version_ | 1826110577842323456 |
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| author | Hoe, Chi Wen. Tan, Lay Khim. Tan, Mei Ting. |
| author2 | Young, Martin Robert |
| author_facet | Young, Martin Robert Hoe, Chi Wen. Tan, Lay Khim. Tan, Mei Ting. |
| author_sort | Hoe, Chi Wen. |
| collection | NTU |
| description | 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 diversification remains important in investment strategy decision-making. |
| first_indexed | 2024-10-01T02:36:45Z |
| format | Final Year Project (FYP) |
| id | ntu-10356/11315 |
| institution | Nanyang Technological University |
| last_indexed | 2024-10-01T02:36:45Z |
| publishDate | 2008 |
| record_format | dspace |
| spelling | ntu-10356/113152023-05-19T06:16:17Z The impact of Asian currency crisis on exchange rates and equity market volatility and returns : an international investor's perspective. Hoe, Chi Wen. Tan, Lay Khim. Tan, Mei Ting. Young, Martin Robert Nanyang Business School DRNTU::Business::Finance::Foreign exchange 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 diversification remains important in investment strategy decision-making. 2008-09-24T07:53:34Z 2008-09-24T07:53:34Z 2001 2001 Final Year Project (FYP) http://hdl.handle.net/10356/11315 Nanyang Technological University application/pdf |
| spellingShingle | DRNTU::Business::Finance::Foreign exchange Hoe, Chi Wen. Tan, Lay Khim. Tan, Mei Ting. The impact of Asian currency crisis on exchange rates and equity market volatility and returns : an international investor's perspective. |
| title | The impact of Asian currency crisis on exchange rates and equity market volatility and returns : an international investor's perspective. |
| title_full | The impact of Asian currency crisis on exchange rates and equity market volatility and returns : an international investor's perspective. |
| title_fullStr | The impact of Asian currency crisis on exchange rates and equity market volatility and returns : an international investor's perspective. |
| title_full_unstemmed | The impact of Asian currency crisis on exchange rates and equity market volatility and returns : an international investor's perspective. |
| title_short | The impact of Asian currency crisis on exchange rates and equity market volatility and returns : an international investor's perspective. |
| title_sort | impact of asian currency crisis on exchange rates and equity market volatility and returns an international investor s perspective |
| topic | DRNTU::Business::Finance::Foreign exchange |
| url | http://hdl.handle.net/10356/11315 |
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