Document Type

Journal Article

Department/Unit

Department of Economics

Language

English

Abstract

This paper examines the impact of the 1997 Asian Financial Crisis on the linkages between the Singapore and five Asian-Pacific stock markets. We show that the interdependence between these markets has intensified after the crisis. Before the crisis, only the Malaysian stock market is found to be cointegrated with Singapore. However, after the onset of the crisis, the stock markets of Hong Kong, Japan, Malaysia and the US are found to be cointegrated with the Singapore stock market.

Publication Date

2008

Source Publication Title

Economics Bulletin

Volume

6

Issue

16

Start Page

1

End Page

7

Publisher

Economics Bulletin

Peer Reviewed

1

Link to Publisher's Edition

http://www.accessecon.com/pubs/EB/2008/Volume6/EB-08F30013A.pdf

ISSN (print)

15452921

Included in

Economics Commons

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