Narrow search
Showing 1 - 10 of 1,120
Cover Image
Asia’s stock markets : are there crouching tigers and hidden dragons?
Lipinsky, Fabian; Ong, Li Lian - 2014
Persistent link: https://www.econbiz.de/10010359852
Cover Image
Asia’s Stock Markets : Are There Crouching Tigers and Hidden Dragons?
Lipinsky, Fabian - 2014
Stock markets play a key role in corporate financing in Asia. However, despite their increasing importance in terms of … theory, as well as accounting literature, we find evidence of greater idiosyncratic influences in the pricing of Asia’s stock … stock pricing, which suggests that improvements in the regulation of securities markets in Asia could enhance the role of …
Persistent link: https://www.econbiz.de/10014411156
Cover Image
Financial Market Contagion in the Asian Crisis
Baig, Taimur - 1998
This paper tests for evidence of contagion between the financial markets of Thailand, Malaysia, Indonesia, Korea, and …
Persistent link: https://www.econbiz.de/10014400559
Cover Image
Did Output Recover From the Asian Crisis?
Cerra, Valerie - 2003
This paper investigates the extent to which output has recovered from the Asian crisis. A regime-switching approach that introduces two state variables is used to decompose recessions in a set of six Asian countries into permanent and transitory components. While growth recovered fairly quickly...
Persistent link: https://www.econbiz.de/10014404003
Cover Image
Dynamic connectedness of Asian equity markets
Guimarães Filho, Roberto F.; Hong, Gee Hee - 2016
Understanding how markets are connected and shocks are transmitted is an important issue for policymakers and market participants. In this paper, we examine the connectedness of Asian equity markets within the region and vis-a-vis other major global markets. Using time-varying connectedness...
Persistent link: https://www.econbiz.de/10011705449
Cover Image
Asian Flu or Wall Street Virus? : Price and Volatility Spillovers of the Tech and Non-Tech Sectors in the United States and Asia
Chan-Lau, Jorge A. - 2002
This paper, using T-GARCH models, finds that the United States has been the major source of price and volatility spillovers to stock markets in the Asian region during three different periods in the last decade: the pre-Long Term Capital Management crisis period, the ""tech bubble"" period, and...
Persistent link: https://www.econbiz.de/10014399563
Cover Image
Asian Equity Markets : Growth, Opportunities, and Challenges
Kramer, Charles Frederick - 2006
Asian equity markets have grown significantly in size since the early 1990s, driven by strong international investor inflows, growing regional financial integration, capital account liberalization, and structural improvements to markets. The development of equity markets provides a more...
Persistent link: https://www.econbiz.de/10014399773
Cover Image
The external impact of China's exchange rate policy : evidence from firm level data
Eichengreen, Barry; Tong, Hui - 2011
Persistent link: https://www.econbiz.de/10009424815
Cover Image
Additions to market indices and the comovement of stock returns around the world
Claessens, Stijn; Yāfe, Yišay - 2011
Persistent link: https://www.econbiz.de/10009487130
Cover Image
Pricing protest : the response of financial markets to social unrest
Barrett, Philip; Bondar, Mariia; Chen, Sophia; … - 2021
Using a new daily index of social unrest, we provide systematic evidence on the negative impact of social unrest on stock market performance. An average social unrest episode in an typical country causes a 1.4 percentage point drop in cumulative abnormal returns over a two-week event window....
Persistent link: https://www.econbiz.de/10012518928