by Lam Cham. / Thesis (M.Phil.)--Chinese University of Hong Kong, 1997. / Includes bibliographical references (leaves 75-79). / ACKNOWLEDGMENTS --- p.i / ABSTRACT --- p.ii / LIST OF TABLES --- p.iii / LIST OF FIGURES --- p.iv / Chapter CHAPTER 1: --- INTRODUCTION --- p.1 / Chapter CHAPTER 2: --- HISTORICAL BACKGROUND --- p.8 / Chapter 2.1 --- Financial Liberalization in Nine Asian Countries --- p.8 / Chapter 2.1.1 --- Hong Kong --- p.8 / Chapter 2.1.2 --- Korea --- p.12 / Chapter 2.1.3 --- "Indonesia, Malaysia, Singapore and Thailand - the ASEAN-4" --- p.15 / Chapter 2.1.4 --- Taiwan --- p.18 / Chapter 2.1.5 --- Japan --- p.19 / Chapter 2.1.6 --- The Philippines --- p.20 / Chapter 2.2 --- Stock Market Trend --- p.21 / Chapter CHAPTER 3: --- LITERATURE REVIEW --- p.28 / Chapter 3.1 --- Gain from International Diversification --- p.28 / Chapter 3.2 --- International Transmission Effects --- p.30 / Chapter 3.3 --- Integration of World Stock Markets --- p.31 / Chapter CHAPTER 4: --- METHODOLOGY --- p.38 / Chapter 4.1 --- Cointegration and Diversification --- p.38 / Chapter 4.2 --- Testing for Cointegration --- p.45 / Chapter CHAPTER 5: --- DATA --- p.50 / Chapter 5.1 --- MSCI Index --- p.50 / Chapter 5.2 --- Asian Funds --- p.51 / Chapter CHAPTER 6: --- EMPIRICAL RESULTS --- p.52 / Chapter 6.1 --- Unit Root Test --- p.52 / Chapter 6.1.1 --- ADF and Phillips-Perron Unit Root Test --- p.52 / Chapter 6.1.2 --- Unit Root Test with Structural Break --- p.55 / Chapter 6.2 --- Cointegration Test on Stock Markets --- p.57 / Chapter 6.2.1 --- Regional Factor Vs World Factor --- p.57 / Chapter 6.2.2 --- Integration of the Asian Markets --- p.61 / Chapter 6.3 --- Cointegration Test on the Asian Funds --- p.63 / Chapter 6.3.1 --- Weekly Results --- p.65 / Chapter 6.3.2 --- Monthly Results --- p.66 / Chapter CHAPTER 7: --- CONCLUSIONS --- p.72 / REFERENCES --- p.75
| Identifer | oai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_322695 |
| Date | January 1997 |
| Contributors | Lam, Cham., Chinese University of Hong Kong Graduate School. Division of Economics. |
| Source Sets | The Chinese University of Hong Kong |
| Language | English |
| Detected Language | English |
| Type | Text, bibliography |
| Format | print, vi, 79 leaves : ill. ; 30 cm. |
| Coverage | Asia |
| Rights | Use of this resource is governed by the terms and conditions of the Creative Commons “Attribution-NonCommercial-NoDerivatives 4.0 International” License (http://creativecommons.org/licenses/by-nc-nd/4.0/) |
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