Sự phụ thuộc động giữa các thị trường Mỹ và châu Á: một nghiên cứu thực nghiệm
Tóm tắt
Mục đích của bài báo này là xem xét sự tương tác ngắn hạn trên thị trường chứng khoán giữa Mỹ và sáu thị trường châu Á lớn – Trung Quốc, Ấn Độ, Hồng Kông, Singapore, Hàn Quốc và Đài Loan. Sáu nền kinh tế này cùng với Nhật Bản và Úc có các sàn giao dịch chứng khoán lớn nhất trong khu vực châu Á - Thái Bình Dương. Tầm quan trọng của thị trường Mỹ đối với các nền kinh tế châu Á là động lực chính cho việc đánh giá định lượng vai trò của nó trong khu vực này. Mục tiêu của nghiên cứu này là đo lường sự phụ thuộc lẫn nhau động của thị trường chứng khoán Mỹ và các nền kinh tế công nghiệp mới nổi châu Á (NIEs) (Hồng Kông, Singapore, Hàn Quốc và Đài Loan) và các nền kinh tế thị trường nổi (EMEs) (Trung Quốc và Ấn Độ) sau cuộc khủng hoảng châu Á năm 1997 cũng như để nắm bắt sự tương tác trên thị trường trong thời kỳ khủng hoảng tài chính thứ cấp.
Từ khóa
#Thị trường chứng khoán #tương tác #Mỹ #châu Á #khủng hoảng tài chính #phân tích FEVD.Tài liệu tham khảo
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