Price Interdependence Among Equity Markets in the Asia-Pacific Region

Price Interdependence Among Equity Markets in the Asia-Pacific Region

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.


Book Synopsis Price Interdependence Among Equity Markets in the Asia-Pacific Region by : Eduardo Roca

Download or read book Price Interdependence Among Equity Markets in the Asia-Pacific Region written by Eduardo Roca and published by Routledge. This book was released on 2020-11-26 with total page 115 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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

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.


Book Synopsis Interdependence Among the Asian Pacific Stock Market During the Asian Financial Crisis by : Wan Mansor Mahmood

Download or read book Interdependence Among the Asian Pacific Stock Market During the Asian Financial Crisis written by Wan Mansor Mahmood and published by . This book was released on 2007 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.


An Empirical Investigation of Asia-Pacific Stock Markets

An Empirical Investigation of Asia-Pacific Stock Markets

Author: Su-Chin Yang

Publisher:

Published: 1999

Total Pages:

ISBN-13:

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Book Synopsis An Empirical Investigation of Asia-Pacific Stock Markets by : Su-Chin Yang

Download or read book An Empirical Investigation of Asia-Pacific Stock Markets written by Su-Chin Yang and published by . This book was released on 1999 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:


Short and Long-term Price Linkages Among Asia-Pacific Economic Co-operation (APEC) Equity Markets

Short and Long-term Price Linkages Among Asia-Pacific Economic Co-operation (APEC) Equity Markets

Author: Andrew Worthington

Publisher:

Published: 2002

Total Pages: 20

ISBN-13:

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Book Synopsis Short and Long-term Price Linkages Among Asia-Pacific Economic Co-operation (APEC) Equity Markets by : Andrew Worthington

Download or read book Short and Long-term Price Linkages Among Asia-Pacific Economic Co-operation (APEC) Equity Markets written by Andrew Worthington and published by . This book was released on 2002 with total page 20 pages. Available in PDF, EPUB and Kindle. Book excerpt:


The Rise of the Corporate Economy in Southeast Asia

The Rise of the Corporate Economy in Southeast Asia

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.


Book Synopsis The Rise of the Corporate Economy in Southeast Asia by : Rajeswary Ampalavanar Brown

Download or read book The Rise of the Corporate Economy in Southeast Asia written by Rajeswary Ampalavanar Brown and published by Routledge. This book was released on 2007-01-24 with total page 407 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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

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.


Book Synopsis International Bibliography of Economics by : Compiled by the British Library of Political and Economic Science

Download or read book International Bibliography of Economics written by Compiled by the British Library of Political and Economic Science and published by Psychology Press. This book was released on 2001-11-22 with total page 720 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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

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.


Book Synopsis Commercial Law Aspects of Residential Mortgage Securitisation in Australia by : Pelma Rajapakse

Download or read book Commercial Law Aspects of Residential Mortgage Securitisation in Australia written by Pelma Rajapakse and published by Springer. This book was released on 2019-04-11 with total page 292 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.


International Capital Flows

International Capital Flows

Author: Martin Feldstein

Publisher: University of Chicago Press

Published: 2007-12-01

Total Pages: 500

ISBN-13: 0226241807

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Recent changes in technology, along with the opening up of many regions previously closed to investment, have led to explosive growth in the international movement of capital. Flows from foreign direct investment and debt and equity financing can bring countries substantial gains by augmenting local savings and by improving technology and incentives. Investing companies acquire market access, lower cost inputs, and opportunities for profitable introductions of production methods in the countries where they invest. But, as was underscored recently by the economic and financial crises in several Asian countries, capital flows can also bring risks. Although there is no simple explanation of the currency crisis in Asia, it is clear that fixed exchange rates and chronic deficits increased the likelihood of a breakdown. Similarly, during the 1970s, the United States and other industrial countries loaned OPEC surpluses to borrowers in Latin America. But when the U.S. Federal Reserve raised interest rates to control soaring inflation, the result was a widespread debt moratorium in Latin America as many countries throughout the region struggled to pay the high interest on their foreign loans. International Capital Flows contains recent work by eminent scholars and practitioners on the experience of capital flows to Latin America, Asia, and eastern Europe. These papers discuss the role of banks, equity markets, and foreign direct investment in international capital flows, and the risks that investors and others face with these transactions. By focusing on capital flows' productivity and determinants, and the policy issues they raise, this collection is a valuable resource for economists, policymakers, and financial market participants.


Book Synopsis International Capital Flows by : Martin Feldstein

Download or read book International Capital Flows written by Martin Feldstein and published by University of Chicago Press. This book was released on 2007-12-01 with total page 500 pages. Available in PDF, EPUB and Kindle. Book excerpt: Recent changes in technology, along with the opening up of many regions previously closed to investment, have led to explosive growth in the international movement of capital. Flows from foreign direct investment and debt and equity financing can bring countries substantial gains by augmenting local savings and by improving technology and incentives. Investing companies acquire market access, lower cost inputs, and opportunities for profitable introductions of production methods in the countries where they invest. But, as was underscored recently by the economic and financial crises in several Asian countries, capital flows can also bring risks. Although there is no simple explanation of the currency crisis in Asia, it is clear that fixed exchange rates and chronic deficits increased the likelihood of a breakdown. Similarly, during the 1970s, the United States and other industrial countries loaned OPEC surpluses to borrowers in Latin America. But when the U.S. Federal Reserve raised interest rates to control soaring inflation, the result was a widespread debt moratorium in Latin America as many countries throughout the region struggled to pay the high interest on their foreign loans. International Capital Flows contains recent work by eminent scholars and practitioners on the experience of capital flows to Latin America, Asia, and eastern Europe. These papers discuss the role of banks, equity markets, and foreign direct investment in international capital flows, and the risks that investors and others face with these transactions. By focusing on capital flows' productivity and determinants, and the policy issues they raise, this collection is a valuable resource for economists, policymakers, and financial market participants.


ASEAN in an Interdependent World

ASEAN in an Interdependent World

Author: Muzafar Shah Habibullah

Publisher: Routledge

Published: 2017-11-01

Total Pages: 141

ISBN-13: 1351724657

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This title was first published in 2000. This volume contains nine selected applied economic papers presented during the 1999 Faculty of Economics and Management Seminar in Melaka. The articles included focus the studies on trade and finance in Malaysia and other ASEAN member countries.


Book Synopsis ASEAN in an Interdependent World by : Muzafar Shah Habibullah

Download or read book ASEAN in an Interdependent World written by Muzafar Shah Habibullah and published by Routledge. This book was released on 2017-11-01 with total page 141 pages. Available in PDF, EPUB and Kindle. Book excerpt: This title was first published in 2000. This volume contains nine selected applied economic papers presented during the 1999 Faculty of Economics and Management Seminar in Melaka. The articles included focus the studies on trade and finance in Malaysia and other ASEAN member countries.


Risk Management Post Financial Crisis

Risk Management Post Financial Crisis

Author: Jonathan A. Batten

Publisher: Emerald Group Publishing

Published: 2014-10-03

Total Pages: 456

ISBN-13: 1784410268

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Risk Management Post Financial Crisis: A Period of Monetary Easing provides further insights into postcrisis developments in the global economic and financial environment including advances in measuring and reporting risk and liquidity. Contributions come from leading banks, international organisations and worldrenowned universities.


Book Synopsis Risk Management Post Financial Crisis by : Jonathan A. Batten

Download or read book Risk Management Post Financial Crisis written by Jonathan A. Batten and published by Emerald Group Publishing. This book was released on 2014-10-03 with total page 456 pages. Available in PDF, EPUB and Kindle. Book excerpt: Risk Management Post Financial Crisis: A Period of Monetary Easing provides further insights into postcrisis developments in the global economic and financial environment including advances in measuring and reporting risk and liquidity. Contributions come from leading banks, international organisations and worldrenowned universities.