Study on the impacts of the U.S. financial crisis on stock markets in Asia

• Main Authors: Rim, Hong, Setaputra, Robert, Rosle Mohidin
• Format: Article
• Language: English; English
• Published: JW Press 2012
• Subjects: HG3810-4000 Foreign exchange. International finance. International monetary system
• Online Access: https://eprints.ums.edu.my/id/eprint/31662/2/Study%20on%20the%20impacts%20of%20the%20U.S.%20financial%20crisis%20on%20stock%20markets%20in%20Asia_ABSTRACT.pdf; https://eprints.ums.edu.my/id/eprint/31662/1/Study%20on%20the%20impacts%20of%20the%20U.S.%20financial%20crisis%20on%20stock%20markets%20in%20Asia_FULL%20TEXT.pdf; https://eprints.ums.edu.my/id/eprint/31662/

The impacts of the U.S. financial crisis (2008) on Asian stock markets have been examined by using daily returns of 10 (ASEAN, non-ASEAN) stock market indexes. Some notable findings from the vector auto-regressive model are: 1) the U.S. crisis had no significant impacts on Asian markets; 2) the U.S....