The Impacts of the Global Financial Crisis on Stock Market Integration and Hedging Effectiveness : Evidence from Six Selected Asian Markets

QR Code

The Impacts of the Global Financial Crisis on Stock Market Integration and Hedging Effectiveness : Evidence from Six Selected Asian Markets

The 2007-2009 Global Financial Crisis (GFC) is documented to have marked a tremendous decline in Asian stock market prices and, at the same time, increased the trading volume of the Asian stock index futures contracts. While this decline in stock markets has brought an eminent concern on the Asian s...

Full description

Bibliographic Details
Main Author:	Mponeja, Grace Faustine
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2013
Online Access:	https://eprints.nottingham.ac.uk/26302/

Similar Items

Stock Index Futures Hedging and the Impact of the 2008 Global Financial Crisis : Empirical Evidence from Five Asian Markets
by: Elias, George
Published: (2013)

International financial market integration: an examination of six stocks markets
by: Omar Marashdeh,
Published: (1994)

Asian Hedge Fund Risk and Return Dynamics:Impact of the Global Financial Crisis
by: Naeem, Zain
Published: (2012)

Seasonal Effects In Selected Six Asian Stock Markets : Are They Still Relevant?
by: Nik A Majid, Nik Aqilah
Published: (2014)

ASEAN-5 countries stock market integration : Pre and post Asian 1997 Financial crisis
by: Huang, David Tiong Ung
Published: (2012)

To Hedge or Not to Hedge: The Impact of the Global Financial Crisis on Corporate Hedging Strategy in FTSE 350 Companies
by: Thompson, Daniel
Published: (2010)

Dynamic linkages between the China and ASEAN stock markets: Asian financial crisis and the 2007 subprime crisis
by: Abdul Manap, Turkhan Ali
Published: (2011)

Integrations between Exchange Rates and Stock Market Before and After the 2007 Financial Crisis: Empirical Evidence from Kazakhstan Financial Market
by: Ramazanov, Sherif
Published: (2010)

The 2007 global financial crisis and the Malaysian stock market: a sectoral analysis
by: Kassim, Salina, et al.
Published: (2011)

Global financial crisis : testing random walk hypothesis of Malaysia stock market.
by: Soon, Seng Tay, et al.
Published: (2013)

Indonesian stock market’s dynamic integration with Asian stock markets and world stock markets
by: Robiyanto, Robiyanto
Published: (2018)

Asian hedge funds risk and return dynamics and diversification benefits before and after the global financial crisis
by: Naeem, Zain
Published: (2012)

The subprime crisis and Islamic stock markets integration
by: Bakri, Abdul Karim, et al.
Published: (2010)

Stock market integration and international portfolio diversification : a study of the Asian financial crisis (1996–2007) / Surianor binti Kamaralzaman
by: Kamaralzaman, Surianor
Published: (2015)

Regional economic integration :the emerging market crisis and stock market linkages
by: Patricia Oh Swee, Ling
Published: (2007)

Financial market contagion in Asian crisis / Zaizura Mohd Shah
Published: (2007)

Global financial crisis and southeast Asian trade performance: Empirical evidence
by: Kabir, S., et al.
Published: (2018)

ASEAN-5+3 and US stock markets interdependence before, during and after Asian financial crisis
by: R. C., Royfaizal, et al.
Published: (2009)

Stock Index Futures and Hedging Performance: Evidence from Developed and Emerging Markets
by: Zhang, Shu
Published: (2007)

The Asian financial crisis and global finalcial crisis: evidence from Asean Free Trade Area
by: Ismail, Normaz Wana
Published: (2012)

The subprime crisis and stock index futures markets integration
by: Bakri, Abdul Karim, et al.
Published: (2011)

The subprime crisis and stock index futures markets integration
by: Karim, Bakri Abdul, et al.
Published: (2011)

The subprime crisis and stock index futures markets integration
by: Bakri, Abdul Karim, et al.
Published: (2011)

The Development of Hedge Funds and Their Operation in Stock Markets in China
by: LI, ZIXIN
Published: (2013)

Ripple effect of trump’s tariff on the stock market spill over in six Asian countries
by: Chang, Ling, et al.
Published: (2020)

The Crisis in the Emerging Markets - Impact of the Subprime Crisis on the Indian Stock Markets
by: Bhammer, Harsh
Published: (2009)

Co-movement of the Greek Stock Market with four major Eurozone stock markets before & after the financial crisis: A co-integration approach
by: Kotronaros, Konstantinos
Published: (2011)

Evaluating the Hedging Performance of Malaysian Crude Palm Oil Futures Contract : Insights Into the Segmentation of Bull/Bear Market and The Impact of The Global Financial Crisis
by: Ku, Lee Yin
Published: (2017)

Macroeconomic determinants of stock market liquidity: Evidence from selected Asian emerging markets / Ijaz Ur Rehman
by: Ijaz , Ur Rehman
Published: (2016)

Dividend Policy Changes In The Pre-, Mid-, And Post-financial Crisis: Evidence From The Nigerian Stock Market
by: Abdulkadir, Rihanat Idowu, et al.
Published: (2015)

Momentum And Investor Sentiment: Evidence From Asian Stock Markets
by: Anusakumar, Shangkari V.
Published: (2013)

Stock market and macroeconomic integration : an asymmetric evidence on selected five countries
by: Bar, Seow Poh, et al.
Published: (2012)

Conditional beta and market integration: evidence from Asian emerging markets
by: Durand, Robert, et al.
Published: (2011)

East Asian financial market integration: reality or illusions?
by: S., Ghon Rhee
Published: (2006)

Day-of-the-week effects in Selected East Asian stock markets
by: Venus, Khim-Sen Liew, et al.
Published: (2008)

The Global Securitized Subprime Market Crisis
by: O'Hara, Phillip
Published: (2009)

Housing provision in Malaysia: Changing role of state and market in the post asian financial crisis
by: Shuid, Syafiee
Published: (2008)

Financial integration in the GCC stock markets: evidence from the early 2000s development phase
by: Simpson, John
Published: (2008)

Statistical Inadequacy of GARCH Models for Asian Stock Markets: Evidence and Implications
by: Lim, Kian-Ping, et al.
Published: (2005)

Nonlinear mean reversion in stock prices: evidence from Asian markets
by: Lim, Kian-Ping, et al.
Published: (2007)