Last edited by Malall
Wednesday, July 22, 2020 | History

3 edition of Price interdependence among equity markets in the Asia-Pacific region found in the catalog.

Price interdependence among equity markets in the Asia-Pacific region

focus on Australia and ASEAN

by Eduardo D. Roca

  • 386 Want to read
  • 27 Currently reading

Published by Ashgate Pub. in Aldershot, Hampshire, Eng, Burlington, Vt .
Written in English

    Subjects:
  • Stock exchanges -- Asia, Southeastern.,
  • Stock exchanges -- Australia.,
  • Stocks -- Asia, Southeastern -- Prices.,
  • Stocks -- Australia -- Prices.

  • Edition Notes

    Includes bibliographical references (p. 148-171).

    StatementEduardo D. Roca.
    Classifications
    LC ClassificationsHG5893 .R63 2000
    The Physical Object
    Paginationxii, 171 p. :
    Number of Pages171
    ID Numbers
    Open LibraryOL22307118M
    ISBN 100754612457

    The study investigates the interdependence of Indian Stock Market with other Asian equity markets like Pakistan, Sri Lanka, Malaysia, Korea, Japan, Singapore, Taiwan and China. The study uses monthly data over the period July to September Causality and cointegration of stock markets among the United States, Japan, and the South China Growth Triangle. (). dynamic conditional correlation analysis of financial market interdependence: An application to Thailand and Indonesia, Equity market integration in the Asia-Pacific region: A smooth transition analysis.

    Downloadable (with restrictions)! This paper examines the price and volatility dynamics between China and major stock markets in the Asia-Pacific, investigating the effects of the Chinese stock market crash (–) for the first time. Employing the Bayesian VAR and BEKK GARCH, we observe that price and volatility spillover behaviours are different during the stable and stress periods. Price Interdependence Among Equity Markets in the Asia-Pacific Region: Focus on Australia and ASEAN, Ashgate, (). Test procedures for unit roots in time series with level shifts at unknown time, Discussion paper.

      Indian equities have delivered the third worst returns in the Asia-Pacific region since January. The underperformance is likely to continue given the relatively higher implied Return on equity amid downgrades in expected earnings per share, says Sakthi Siva, head of Asia-Pacifi c and global emerging markets equity strategy at Credit Switzerland-headquartered brokerage . Asia Pacific Capital Markets Outlook 3 Commercial real estate market in the Asia Pacific region looks set for an interesting, yet somewhat challenging year ahead in On the one hand, excessive liquidity has created an incredibly competitive landscape in most core markets, and we’ve continued to see some modest.


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Price interdependence among equity markets in the Asia-Pacific region by Eduardo D. Roca Download PDF EPUB FB2

1st Edition Published on Novem by Routledge This title was first published in An investigation of the issue of financial markets interde Price Interdependence Among Equity Markets in the Asia-Pacific Region. Get this from a library. Price interdependence among equity markets in the Asia-Pacific region: focus on Australia and ASEAN.

[Eduardo D Roca]. Since the Plaza Accord, economic interdependence among the Asian economies has been deepening on the back of rising intra-regional trade and investment, while their dependence on the United States has fallen sharply.

Based on these emerging trends, this book explores the possibility of forming a yen bloc in the Asia-Pacific by: Price interdependence among equity markets in the Asia-Pacific Region: focus on Australia and ASEAN.

[Eduardo D Roca] -- "This title was first published in An investigation of the issue of financial markets interdependence or integration through the application of recently developed and powerful techniques in.

Since the Plaza Accord, economic interdependence among the Asian economies has been deepening on the back of rising intra-regional trade and investment, while their dependence on the United. The overall findings have shown that our three equity markets within the Asia-Pacific region has experienced a gradual improvement of fundamental linkages and long-run convergence.

This can be considered as an underlying reason to explain the evidence of fundamental-based contagion in Asia-Pacific region during the recent US subprime crisis period. For example, Hilliard () and Errunza and Losq () focus on the degree of interdependence for returns among international stock markets and find that the first moments of equity returns among the stock markets exhibit a high degree of interaction.

Another line of investigation has focused on the interdependence of the second moments, i.e. Bain’s Asia-Pacific private equity survey, conducted with senior market practitioners, shows that macro softness was the No. 1 worry for PE funds focused on Greater China.

Beyond the contraction in Greater China—and perhaps more worrying—the sharp drop in exits across the region meant that cash flow for limited partners (LPs) in.

among equity markets of the countries which either belongs to same region or countries having trade relationship ships like Chaudhry () found integration among six Latin American Countries. Many other studies also focused this issue and found relationship among the markets.

Steeley () and Kearney and Poti () examined the links among the various equity markets in the European markets. T hey found evidence in favour of a structural break in t he process of.

Save on Price Interdependence Among Equity Markets in the Asia-Pacific Region: Focus on Australia and ASEAN by Eduardo D Roca. Shop your textbooks from Jekkle Australia today. This title was first published in An investigation of the issue of financial markets interdependence or integration through the application of recently developed.

Discover which lawyers and law firms are ranked top for Capital Markets: Equity in Asia-Pacific Region. Find out more in the Chambers and Partners Asia-Pacific guide. The interdependence of five East Asian stock price indices is analysed on daily data from July 8, to July 6, (n=).

A simple correlation analysis of the co-movement of the Singapore. Cooperation in the Region. Strengthening economic interdependence is being pursued in the Asia-Pacific region, standing on the political, economic, social and cultural differences among countries and regions.

Moves toward regional cooperation are strengthening. Though Singapore is the most developed country in the region, it is still categorized under emerging market (Yang & Siregar, Yang, T.

and Siregar, R. An empirical examination of the stock market returns in selected Asia-Pacific economies in the pre- and post-financial reform period. ISEAS Working Paper on Economics and Finance, 1: 1.

Dynamic Conditional Correlation Analysis in Asia Pacific and Latin America´s Equity Market: Interdependence and Contagion ABSTRACT This research analyzed dynamic correlation in daily equity price data on thirteen Asia Pacific countries and five Latin America countries for period of to Ghosh et al () reported that some stock markets in the Asia-Pacific region co-move with the Japanese market, while others co-move with the US market.

Johnson and Soenen () examined the degree of integration of 12 Asia-Pacific equity markets with Japan, and reported that Australia, China, Hong Kong and New Zealand, among others, are highly. BOOK. Price interdependence among equity markets in the Asia-Pacific region: Focus on Australia and ASEAN.

18 Jan Price Interdependence Among Equity Markets in the Asia-Pacific Region: Focus on Australia and ASEAN Roca ED. / JOURNAL ARTICLE. the second moments of equity prices to examine the cross border spillover. Apart from examining only the presence of such interdependence among the equity markets, some authors have also focused on the impact of some special events such as market crisis, market liberalization etc.

on the spillover of information across the national borders. Johansen and Juselius () multivariate cointegration approach and VECM have been used to investigate the dynamic linkages among selected emerging Asia-Pacific stock markets.

Before doing cointegration analysis, it is necessary to test the stationary of the series. The Augmented Dickey–Fuller (ADF) test (Dickey & Fuller, ) was used to infer the stationary of the series.

Price interdependence among equity markets in the Asia-Pacific region: Focus on Australia and ASEAN. New York, NY: Routledge. New York, NY: Routledge. CrossRef Google Scholar. Foo et al. () investigate how a crisis can influence market interdependence between the Singapore market and five other major stock markets in the Asia-Pacific region (Hong Kong, Japan, Malaysia, Thailand, and the USA) and suggest that the interlinked relationship between the Singapore market and the five markets has intensified after the.Thomas Lagoarde-Segot & Brian M.

Lucey, "The Capital Markets of the Middle East and North African Region: Situation and Characteristics," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 44(5), pagesS. Poshakwale & Chandra Thapa, "Foreign Investors and Global Integration of Emerging Indian Equity Market," Journal of Emerging Market .