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Study on the impacts of the U.S. financial crisis on stock markets in Asia

Study on the impacts of the U.S. financial crisis on stock markets in Asia

The impacts of the U.S. financial crisis (2008) on Asian stock markets have been examined by using daily returns of 10 (ASEAN, non-ASEAN) stock market indexes. Some notable findings from the vector auto-regressive model are: 1) the U.S. crisis had no significant impacts on Asian markets; 2) the U.S....

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Bibliographic Details
Main Authors: Rim, Hong, Setaputra, Robert, Rosle Mohidin
Format: Article
Language:English
English
Published: JW Press 2012
Subjects:
HG3810-4000 Foreign exchange. International finance. International monetary system
Online Access:https://eprints.ums.edu.my/id/eprint/31662/2/Study%20on%20the%20impacts%20of%20the%20U.S.%20financial%20crisis%20on%20stock%20markets%20in%20Asia_ABSTRACT.pdf
https://eprints.ums.edu.my/id/eprint/31662/1/Study%20on%20the%20impacts%20of%20the%20U.S.%20financial%20crisis%20on%20stock%20markets%20in%20Asia_FULL%20TEXT.pdf
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https://eprints.ums.edu.my/id/eprint/31662/2/Study%20on%20the%20impacts%20of%20the%20U.S.%20financial%20crisis%20on%20stock%20markets%20in%20Asia_ABSTRACT.pdf
https://eprints.ums.edu.my/id/eprint/31662/1/Study%20on%20the%20impacts%20of%20the%20U.S.%20financial%20crisis%20on%20stock%20markets%20in%20Asia_FULL%20TEXT.pdf

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