The Study on the Co-Movement of Stock Market:ASEAN cases

碩士 === 國立高雄第一科技大學 === 金融系碩士專班 === 105 === Because the ASEAN Economic Community (AEC) was officially established on 31st December, 2015, daily data from 1st January to 31st December, 2016, were employed in this paper to analyze the relationship between the five ASEAN nations’ stock markets. Empirical...

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Main Authors:	CHEN,WEI-TA, 陳偉達
Other Authors:	WANG,YU-SHAN
Format:	Others
Language:	zh-TW
Published:	2017
Online Access:	http://ndltd.ncl.edu.tw/handle/3rwg4s

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spelling	ndltd-TW-105NKIT16670122019-05-15T23:24:49Z http://ndltd.ncl.edu.tw/handle/3rwg4s The Study on the Co-Movement of Stock Market:ASEAN cases 股票市場連動性之研究－以ASEAN國家為例 CHEN,WEI-TA 陳偉達碩士國立高雄第一科技大學金融系碩士專班 105 Because the ASEAN Economic Community (AEC) was officially established on 31st December, 2015, daily data from 1st January to 31st December, 2016, were employed in this paper to analyze the relationship between the five ASEAN nations’ stock markets. Empirical evidence revealed that Indonesia, Singapore, Thailand, and Vietnam are more closely related than other AEC members . Next, the analysis revealed that Vietnam has a leading relationship with Singapore; other lead-lag relationships were not identified. In addition, this study indicated that the stock market indices of Indonesia and Vietnam are not easily affected by other nations. WANG,YU-SHAN 王友珊 2017 學位論文 ; thesis 41 zh-TW
collection	NDLTD
language	zh-TW
format	Others
sources	NDLTD
description	碩士 === 國立高雄第一科技大學 === 金融系碩士專班 === 105 === Because the ASEAN Economic Community (AEC) was officially established on 31st December, 2015, daily data from 1st January to 31st December, 2016, were employed in this paper to analyze the relationship between the five ASEAN nations’ stock markets. Empirical evidence revealed that Indonesia, Singapore, Thailand, and Vietnam are more closely related than other AEC members . Next, the analysis revealed that Vietnam has a leading relationship with Singapore; other lead-lag relationships were not identified. In addition, this study indicated that the stock market indices of Indonesia and Vietnam are not easily affected by other nations.
author2	WANG,YU-SHAN
author_facet	WANG,YU-SHAN CHEN,WEI-TA 陳偉達
author	CHEN,WEI-TA 陳偉達
spellingShingle	CHEN,WEI-TA 陳偉達 The Study on the Co-Movement of Stock Market:ASEAN cases
author_sort	CHEN,WEI-TA
title	The Study on the Co-Movement of Stock Market:ASEAN cases
title_short	The Study on the Co-Movement of Stock Market:ASEAN cases
title_full	The Study on the Co-Movement of Stock Market:ASEAN cases
title_fullStr	The Study on the Co-Movement of Stock Market:ASEAN cases
title_full_unstemmed	The Study on the Co-Movement of Stock Market:ASEAN cases
title_sort	study on the co-movement of stock market:asean cases
publishDate	2017
url	http://ndltd.ncl.edu.tw/handle/3rwg4s
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The Study on the Co-Movement of Stock Market:ASEAN cases

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