English, Article edition: 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 LEO H. CHAN

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Bookmark: http://trove.nla.gov.au/version/131904
Physical Description
  • article
Language
  • English

Edition details

Title
  • 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
Author
  • LEO H. CHAN
Physical Description
  • article
Notes
  • 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 Kong, Singapore and the US markets increase after the handover of Hong Kong, the increases in feedback relationship between Singapore and the US markets is relatively higher compared to the change between Hong Kong and the US markets.
  • Hong Kong, Singapore, Geweke Measures
  • RePEc:wsi:serxxx:v:51:y:2006:i:03:p:335-342
Language
  • English
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