Essays about: "stock market three asian countries"

Showing result 1 - 5 of 6 essays containing the words stock market three asian countries.

1. 1. A Comparative Risk Analysis of Bangladesh in the SAARC Region: A Study of Value at Risk

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Md Tazul Islam; [2015]
   Keywords : Value at Risk VaR ; Incremental Value at Risk IVaR ; Components Value at Risk CVaR ; Bangladesh; DSE; SAARC; Business and Economics;

   Abstract : The aim of this study is to find out how much more risky the stock market of Bangladesh is compared to the other South Asian Association of Regional cooperation (SAARC) countries and investigate the role of it in this region from risk perspective. Bangladesh is one of the potential markets for investment among the eight countries of SAARC. READ MORE

3. 2. A Study of a Relationship Between The U.S. Stock Market and Emerging Stock Markets in Southeast Asia

   University essay from Linnéuniversitetet/Institutionen för nationalekonomi och statistik (NS)

   Author : Tanyatorn Suppakittiwong; Sornsita Aimprasittichai; [2015]
   Keywords : Stock Market Integration; Structural Break; The Subprime Crisis; Diversification; Co-Movement; Gregory and Hansen Cointegration Test; Error Correction Model ECM ;

   Abstract : Resulting from the deregulation and prosperity of the economic and financial sectors in Asia during 1980s, a significant increase in cross-bordered financial transactions ultimately accelerated the region of Southeast Asia to be on a process of financial integration and consequently diminished opportunities for portfolio diversification. Financial Integration is a multidimensional process through which allocation of financial assets becomes lastly borderless. READ MORE

4. 3. The effects of macroeconomic variables on Asian stock market volatility: A GARCH MIDAS approach

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Duc Hong Hoang; [2015]
   Keywords : China; South Korea; Japan; volatility; GARCH MIDAS; inflation; industrial production; oil price shocks; Business and Economics;

   Abstract : This paper aims to investigate the effects of macroeconomic variables on stock market volatility in three Asian countries by applying GARCH MIDAS model. The study covers the period from 01/2003 to 06/2014. The GARCH MIDAS framework allows to incorporate macro variables directly in the model and obtain long-term and short-term volatility separately. READ MORE

5. 4. Market Timing Ability of Bond-Equity Yield Ratio : A study of trading strategies in Japan, Malaysia and Singapore

   University essay from Umeå universitet/Företagsekonomi

   Author : Ngwe Lin Myat Chit; Feiran Wang; [2014]
   Keywords : Bond to Equity Yield Ratio BEYR ; Dividend Yield; Earning Yield; Market Timing Strategy; Active Trading Strategy; Passive Trading Strategy; Extreme Value Strategy; Efficient Market Hypothesis;

   Abstract : Market Timing Strategy is an active investment strategy, which is based on the signals of indicators, for the investors to make their investment decisions. However, there has always been the question on which variable is a good indicator, that would provide superior returns for the investment. READ MORE

6. 5. The relationship between weeklyexchange rate movements and stockreturns: Empirical evidence in five Asian markets

   University essay from Handelshögskolan vid Umeå universitet

   Author : Mingjie Wen; Tang Tang; [2010]
   Keywords : exchange rate movement; stock price; exchange rate and stock return; foreign exchange rate exposure; Asian markets.;

   Abstract : Following the development of international trade, exchange rate uncertainty is a majorsource of risk for corporations involved in international activities. It has forcedmanagers and academics to pay more attention to the effect of exchange rate volatilityon firm value, particularly in developed countries. READ MORE