Empirical study on the correlations and the causality between the Singapore and Malaysia equity markets.
This project aims to study the correlation and causality between Singapore and Malaysia equity markets. The correlation test and Granger causality test are used to test on the Stock Exchange of Singapore All Shares Index (SES-ALL) and the Kuala Lumpur Composite Index (KLCI)
Main Authors: | Chung, Thau Hen, Loh, Henry Yeh Chang, Ng, Chee Kin |
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Other Authors: | Sun, Qian |
Format: | Thesis |
Language: | English |
Published: |
2009
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Subjects: | |
Online Access: | http://hdl.handle.net/10356/20272 |
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