Record Details

Dependence Structure of Equity and Foreign Exchange Markets

The International Journal of Latest Trends in Finance and Economic Sciences

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Title Dependence Structure of Equity and Foreign Exchange Markets
 
Creator Luo, Robin
Nguyen, Thi Kim Anh
 
Description The world economy has experienced a number of financial crises over the past 15 years. They placed significant impacts on various countries. This paper attempts to explain the reasons causing the co-movement of foreign exchange market with the stock market in the industrialized Asian economies, including Japan, Korea, and Singapore. We find that the relationship is stronger during the crisis period. Johansen cointegration test result also supports the strong linkage in trading activities between industrialized Asian economies and U.S.
 
Publisher International Journal of Latest Trends in Finance and Economic Sciences
 
Contributor —
 
Date 2012-03-30
 
Type —
 
Format application/pdf
 
Identifier http://ojs.excelingtech.co.uk/index.php/IJLTFES/article/view/422
10.2047/ijltfes.v2i1.422
 
Source International Journal of Latest Trends in Finance and Economic Sciences; Vol 2, No 1 (2012): March
 
Language en
 
Rights The copyright of the contribution is transferred to IJLTFES in case of acceptance. The copyright transfer covers the exclusive right to reproduce and distribute the contribution, including reprints, translations, photographic reproductions, microform, electronic form, or any other reproductions of similar nature. The Author may publish his/her contribution on his/her personal Web page provided that he/she creates a link to the mentioned volume of IJLTFES. The Author may not publish his/her contribution anywhere else without the prior written permission of the publisher unless it has been changed substantially. The Author warrants that his/her contribution is original, except for such excerpts from copyrighted works as may be included with the permission of the copyright holder and author thereof, that it contains no libellous statements, and does not infringe on any copyright, trademark, patent, statutory right, or propriety right of others. The Author also agrees for and accepts responsibility for releasing this material on behalf of any and all co-authors.