Study on the impacts of the U.S. financial crisis on stock markets in Asia
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....
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2012
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my.ums.eprints.316622022-02-25T03:24:11Z https://eprints.ums.edu.my/id/eprint/31662/ Study on the impacts of the U.S. financial crisis on stock markets in Asia Rim, Hong Setaputra, Robert Rosle Mohidin HG3810-4000 Foreign exchange. International finance. International monetary system 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. financial market became less dominant in Asian markets; 3) the speed of adjustment slightly increased in most Asian markets; 4) the U.S. market became less integrated with Asian markets during the U.S. crisis (i.e., much diversification benefits to be exploited in Asian markets); and 5) there were observed strong spillover effects from the U.S. market to Asian markets for the whole period. The strong volatility spillovers suggest significant negative impacts from the U.S. market to financial markets in Asia. JW Press 2012 Article PeerReviewed text en 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 text en 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 Rim, Hong and Setaputra, Robert and Rosle Mohidin (2012) Study on the impacts of the U.S. financial crisis on stock markets in Asia. International Journal of Academic Business World, 6. pp. 1-6. ISSN 1942-6097 |
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HG3810-4000 Foreign exchange. International finance. International monetary system Rim, Hong Setaputra, Robert Rosle Mohidin Study on the impacts of the U.S. financial crisis on stock markets in Asia |
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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. financial market became less dominant in Asian markets; 3) the speed of adjustment slightly increased in most Asian markets; 4) the U.S. market became less integrated with Asian markets during the U.S. crisis (i.e., much diversification benefits to be exploited in Asian markets); and 5) there were observed strong spillover effects from the U.S. market to Asian markets for the whole period. The strong volatility spillovers suggest significant negative impacts from the U.S. market to financial markets in Asia. |
format |
Article |
author |
Rim, Hong Setaputra, Robert Rosle Mohidin |
author_facet |
Rim, Hong Setaputra, Robert Rosle Mohidin |
author_sort |
Rim, Hong |
title |
Study on the impacts of the U.S. financial crisis on stock markets in Asia |
title_short |
Study on the impacts of the U.S. financial crisis on stock markets in Asia |
title_full |
Study on the impacts of the U.S. financial crisis on stock markets in Asia |
title_fullStr |
Study on the impacts of the U.S. financial crisis on stock markets in Asia |
title_full_unstemmed |
Study on the impacts of the U.S. financial crisis on stock markets in Asia |
title_sort |
study on the impacts of the u.s. financial crisis on stock markets in asia |
publisher |
JW Press |
publishDate |
2012 |
url |
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/ |
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1760230922026745856 |
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13.160551 |