Price Interdependence Among Equity Markets in the Asia-Pacific Region

Price Interdependence Among Equity Markets in the Asia-Pacific Region PDF

Author: Eduardo Roca

Publisher: Routledge

Published: 2020-11-26

Total Pages: 115

ISBN-13: 1000160378

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This title was first published in 2000: An investigation of the issue of financial markets interdependence or integration through the application of recently developed and powerful techniques in time series econometrics. The text provides coverage of theoretical analysis and applications in the context of the Asia-Pacific region.

Interdependence Among the Asian Pacific Stock Market During the Asian Financial Crisis

Interdependence Among the Asian Pacific Stock Market During the Asian Financial Crisis PDF

Author: Wan Mansor Mahmood

Publisher:

Published: 2007

Total Pages:

ISBN-13:

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This paper examines the short-run and long-run price interdependence among the Asian Pacific equity markets in the period surrounding the Asian financial crisis. The daily data from January 1997 to December 2000 composed of value weighted equity market indices for Malaysian, Japan, Hong Kong and Australia are used. The unit root test, cointergration test, error correction model and the causality tests are conducted to examine the relationship among these markets. Our results show that there is a stationary long-run relationship and a significant short-run causal linkage for certain cases among Asian Pacific equity markets. Furthermore, the long-run interdependence has strengthened since the onset of the crises. The causal relationships that exist between the developed, and emerging equity markets, suggest that opportunities for international portfolio diversification in Asian Pacific equity markets still exist.

Development Strategies of Open Economies

Development Strategies of Open Economies PDF

Author: Frank S. T. Hsiao

Publisher: World Scientific Publishing Company

Published: 2020

Total Pages: 0

ISBN-13: 9789811205408

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Causality and exogeneity between exports and economic growth : the case of Asian NICs -- The chaotic attractor of foreign direct investment : why China? : a panel data analysis -- FDI, exports, and GDP in East and Southeast Asia : panel data versus time-series causality analyses -- FDI, exports, economic growth nexus in first and second generation ANIEs / co-authored with Yongkul Won -- The IT revolution and macroeconomic volatility in newly developed countries : on the real and financial linkages -- The impacts of the U.S. economy on the Asia-Pacific region : does it matter? / co-authored with Akio Yamashita -- Gains from policy coordination between Taiwan and the USA : on the games governments play -- International policy coordination with a dominant player : the case of the United States, Japan, Taiwan, and Korea.

The Rise of the Corporate Economy in Southeast Asia

The Rise of the Corporate Economy in Southeast Asia PDF

Author: Rajeswary Ampalavanar Brown

Publisher: Routledge

Published: 2007-01-24

Total Pages: 407

ISBN-13: 1134157541

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Backed by detailed empirical data, Raj Brown gives a comprehensive analysis of the rise of the corporate economy in Southeast Asia, focusing in particular on corporate organization, methods of finance, business environment and corporate governance.

International Bibliography of Economics

International Bibliography of Economics PDF

Author: Compiled by the British Library of Political and Economic Science

Publisher: Psychology Press

Published: 2001-11-22

Total Pages: 720

ISBN-13: 9780415262361

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IBSS is the essential tool for librarians, university departments, research institutions and any public or private institution whose work requires access to up-to-date and comprehensive knowledge of the social sciences.

Commercial Law Aspects of Residential Mortgage Securitisation in Australia

Commercial Law Aspects of Residential Mortgage Securitisation in Australia PDF

Author: Pelma Rajapakse

Publisher: Springer

Published: 2019-04-11

Total Pages: 292

ISBN-13: 3030006050

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This book evaluates key commercial law aspects of the relevant law and legislation governing residential mortgage-backed securities (RMBSs) in Australia from a legal perspective. Within the context of a “public benefit test” framework, the book seeks to critically evaluate the impact and effectiveness of current law and regulation governing RMBSs. There is a dearth of both academic and practical literature on the legal and regulatory issues surrounding RMBSs in Australia. The book aims to make a contribution to the formulation of law and public policy by suggesting a number of reforms to the current law and practice surrounding RMBSs in Australia. In part, these suggested reforms will be based on the lessons learned from the experiences of overseas jurisdictions such as Canada, the U.K, and the United States.

Asia-Pacific Financial Markets

Asia-Pacific Financial Markets PDF

Author: Suk-Joong Kim

Publisher: Elsevier

Published: 2007-12-12

Total Pages: 537

ISBN-13: 0762314710

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This volume of "International Finance Review" focuses on the Asia-Pacific financial markets. A total of 22 original papers, not published elsewhere, have been selected from a competitive field. These papers utilize a variety of methods, including theoretical, empirical and qualitative to highlight a range of issues across the region. Several papers offer combinations of these different categories and among the empirical papers, there are a wide variety of datasets analyzed. While China does play a significant part in the analysis of five of the papers in this volume (this is to be expected given its importance in the region), a host of other countries are also considered. This ensures the volume is truly international in its scope. These papers each serve to contribute to the knowledge on a particular issue related to the financial markets within this region and for this volume, three main issues have been identified: integration, innovation and challenges. Articles are contributed by experts in their fields. It is truly international in scope.