Co-movements of major Asian-Pacific and the United States equity markets : a Singapore dollar perspective.
This 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 d...
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Thesis |
| Language: | English |
| Published: |
2009
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/20113 |