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A note on the correlation relationship among Singapore, Hong Kong and the US capital markets since the Hong Kong handover : implication for international portfolio management

Chan, Leo H. - In: The Singapore economic review : journal of the Economic … 51 (2006) 3, pp. 335-342

Persistent link: https://www.econbiz.de/10003410635

Financial interdependence between Hong Kong and the US : a band spectrum approach

Chan, Leo H.; Lien, Da-hsiang Donald; Weng, Wenlong - In: International review of economics & finance : IREF 17 (2008) 4, pp. 507-516

Persistent link: https://www.econbiz.de/10003792949

The effect of extended trading hours on the feedback relationship between cash and futures markets

Chan, Leo H.; Chan, Kam C.; Cheng, Louis T. W. - In: Journal of emerging markets 9 (2004) 1, pp. 5-15

Persistent link: https://www.econbiz.de/10002133820

A NOTE ON THE CORRELATION RELATIONSHIP AMONG SINGAPORE, HONG KONG AND THE US CAPITAL MARKETS SINCE THE HONG KONG HANDOVER: IMPLICATION FOR INTERNATIONAL PORTFOLIO MANAGEMENT

CHAN, LEO H. - In: The Singapore Economic Review (SER) 51 (2006) 03, pp. 335-342

In this note, I document the change in correlation between Hong Kong, Singapore and the US financial market indexes using Geweke Measures after the handover of Hong Kong to China. The results show that these relationships have changed significantly. While the feedback relationship between Hong...

Persistent link: https://www.econbiz.de/10005050739