The Impact Of The Us And The Japanese Equity Markets On The Emerging Asian Pacific Equity Markets
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Permanent and Transitory Driving Forces in the Asian-Pacific Stock Markets
| Author | : Ali F. Darrat |
| Publisher | : |
| Total Pages | : 28 |
| Release | : 2001 |
| Genre | : |
| ISBN | : |
This paper uses weekly data from November 1987 through May 1999 to examine whether U.S. or Japan stock market (or both ) is the main driving force behind major movements in eleven emerging Asian-Pacific stock markets. We find a robust cointegrating relation linking each of the emerging market with the two matured markets of the U.S. and Japan. The results also show that the U.S., rather than Japan, is the main permanent force driving the equilibrium relations across all Asian-Pacific markets. In contrast, the effect of the Japanese market on the Asian-Pacific region is only transitory. Therefore, strategic asset portfolios in the Asian-Pacific region should include Japanese stocks to diversify any country specific risks. As to U.S. investors, the persistent influence of the U.S. market effectively limits long-run diversification gains from Asian-Pacific stocks.diversification.
Asia-Pacific Financial Markets
| Author | : Suk-Joong Kim |
| Publisher | : Elsevier |
| Total Pages | : 537 |
| Release | : 2007-12-12 |
| Genre | : Business & Economics |
| ISBN | : 0762314710 |
This volume of "International Finance Review" focuses on the Asia-Pacific financial markets. A total of 22 original papers, not published elsewhere, have been selected from a competitive field. These papers utilize a variety of methods, including theoretical, empirical and qualitative to highlight a range of issues across the region. Several papers offer combinations of these different categories and among the empirical papers, there are a wide variety of datasets analyzed. While China does play a significant part in the analysis of five of the papers in this volume (this is to be expected given its importance in the region), a host of other countries are also considered. This ensures the volume is truly international in its scope. These papers each serve to contribute to the knowledge on a particular issue related to the financial markets within this region and for this volume, three main issues have been identified: integration, innovation and challenges. Articles are contributed by experts in their fields. It is truly international in scope.
Price Interdependence Among Equity Markets in the Asia-Pacific Region
| Author | : Eduardo Roca |
| Publisher | : Routledge |
| Total Pages | : 184 |
| Release | : 2020-11-25 |
| Genre | : Business & Economics |
| ISBN | : 1000114023 |
This title was first published in 2000: An investigation of the issue of financial markets interdependence or integration through the application of recently developed and powerful techniques in time series econometrics. The text provides coverage of theoretical analysis and applications in the context of the Asia-Pacific region.
Development Strategies of Open Economies
| Author | : Frank S. T. Hsiao |
| Publisher | : World Scientific Publishing Company |
| Total Pages | : 0 |
| Release | : 2020 |
| Genre | : East Asia |
| ISBN | : 9789811205408 |
Causality and exogeneity between exports and economic growth : the case of Asian NICs -- The chaotic attractor of foreign direct investment : why China? : a panel data analysis -- FDI, exports, and GDP in East and Southeast Asia : panel data versus time-series causality analyses -- FDI, exports, economic growth nexus in first and second generation ANIEs / co-authored with Yongkul Won -- The IT revolution and macroeconomic volatility in newly developed countries : on the real and financial linkages -- The impacts of the U.S. economy on the Asia-Pacific region : does it matter? / co-authored with Akio Yamashita -- Gains from policy coordination between Taiwan and the USA : on the games governments play -- International policy coordination with a dominant player : the case of the United States, Japan, Taiwan, and Korea.
International Integration of Equity Markets and Contagion Effects
| Author | : Mr.Paul Cashin |
| Publisher | : International Monetary Fund |
| Total Pages | : 58 |
| Release | : 1995-11-01 |
| Genre | : Business & Economics |
| ISBN | : 1451853289 |
This paper investigates empirically the degree of international integration of industrial and emerging country equity markets. It analyzes two issues: first, the extent to which equity prices have tended to move similarly across countries and regions in the long run; and second, the strength of cross-country “contagion” effects. The paper’s findings suggest that both intra-regional and inter-regional linkages across national equity markets have strengthened in recent years. In addition, using impulse response functions, the paper shows that cross-country contagion effects of country-specific shocks dissipate in a matter of weeks while contagion effects of global shocks take several months to unwind themselves.
Journal of the Japanese and International Economies
| Author | : |
| Publisher | : |
| Total Pages | : 694 |
| Release | : 2005 |
| Genre | : International economic relations |
| ISBN | : |
Handbook of Asian Finance
| Author | : David Lee Kuo Chuen |
| Publisher | : Academic Press |
| Total Pages | : 413 |
| Release | : 2014-05-12 |
| Genre | : Business & Economics |
| ISBN | : 0128011017 |
Asia's miraculous recovery from the 1997 crisis ushered in unexpected transformations to its economies and financial sectors. The reasons many Asian countries are growing above 6%, with double-digit growth for a year or two in-between, are investigated by this extensive research collection. The Handbook of Asian Finance covers the most interesting issues raised by these growth rates. From real estate prices and the effects of trading technologies for practitioners to tax evasion, market manipulation, and corporate governance issues, expert scholars analyze the ways that the region is performing. Offering broader and deeper coverage than other handbooks, the Handbook of Asian Finance explains what is going on in Asia today. Devotes significant attention to the systematic risk created by banks’ exposure to links between real estate and other sectors Explores the implications implicit in the expansion of sovereign funds and the growth of the hedge fund and real estate fund management industries Investigates the innovations in technology that have ushered in faster capital flow and larger trading volumes
