The Co-Movement among Taiwan and International Stock Market

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The Co-Movement among Taiwan and International Stock Market

This dissertation provides evidence to support the hypothesis that may support that there may be long-term benefits for the Taiwanese investors to diversify in the international equity market. The evidence is based on the data from the stock markets of the United States, Hong Kong and Japanese stock...

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Bibliographic Details
Main Author:	Chi, Ching-Hsin
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2006
Subjects:	Co-Movement Diversification Granger Causality Vector-Autoregression Model
Online Access:	https://eprints.nottingham.ac.uk/20256/

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