December 2013
Intermediate to advanced
928 pages
28h 50m
English
Tran Phuong Thaoa,b, Kevin Dalya and Craig Ellisa, aSchool of Business, University of Western Sydney, Sydney, Australia, bDepartment of Banking, University of Economics, Ho Chi Minh City, Vietnam, E-mail: K.Daly@uws.edu.au
This chapter investigates the transmission mechanism of the Global Financial Crisis which originated in the United States to the East Asian equity markets, including the developed markets of Hong Kong, Japan, and Singapore, and the emerging markets of Malaysia, Thailand, and Taiwan, and the frontier market of Vietnam. To test for the transmission mechanism, we employ the constant conditional correlation (CCC) and ...
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