Please use this identifier to cite or link to this item: http://scholarbank.nus.edu.sg/handle/10635/13314
Title: Essays on financial market linkages in East Asian countries
Authors: ZHENG YI
Keywords: Financial Integration; Co-movement; Information Spillover
Issue Date: 12-Aug-2007
Source: ZHENG YI (2007-08-12). Essays on financial market linkages in East Asian countries. ScholarBank@NUS Repository.
Abstract: This dissertation studies the financial market linkages in East Asian countries. It is composed of three chapters each of which investigates the financial market linkage in the region of East Asia from different perspectives. The first chapter examines the time-varying integration of stock markets in East Asian region since 1990s.The second chapter investigates the degree of financial integration between East Asian countries and US as well as Japan by assessing the co-movements of real interest rates.The third chapter inspects in detail one unique and distinguishing market in East Asia, namely Chinese stock market. Our results demonstrate the increasing global integration and regional market interdependence of East Asian financial markets.
URI: http://scholarbank.nus.edu.sg/handle/10635/13314
Appears in Collections:Ph.D Theses (Open)

Show full item record
Files in This Item:
File Description SizeFormatAccess SettingsVersion 
Essays on Financial Market Linkages in East Asian Countries.pdf971.99 kBAdobe PDF

OPEN

NoneView/Download

Page view(s)

249
checked on Dec 11, 2017

Download(s)

195
checked on Dec 11, 2017

Google ScholarTM

Check


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.