학술논문
Causality between Foreign Currency and Equity Markets of Singapore and Thailand: Evidence from Post-Crisis Daily Data
이용수 2
- 영문명
- 발행기관
- People & Global Business Association
- 저자명
- Banamber Mishra Matiur Rahman
- 간행물 정보
- 『Global Business and Finance Review』Vol.14 No.1, 87~92쪽, 전체 6쪽
- 주제분류
- 경제경영 > 경영학
- 파일형태
- 발행일자
- 2009.06.30
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국문 초록
영문 초록
This paper investigates the causality between foreign currency and stock markets of Singapore and Thailand by using high frequency daily data from January 3, 2000 through December 28, 2007. A conventional autoregressive model with its reverse specification is implemented (Granger, 1988). The evidences on short-run causality between foreign currency and stock markets of both countries are bidirectional with interactive feedbacks.
목차
Abstract
Ⅰ. Introduction
Ⅱ. Brief Survey of Related Literature
Ⅲ. Empirical Methodology
Ⅳ. Empirical Results
Ⅴ. Conclusions
References
Biographies
키워드
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