This study collects stock prices from 23 countries in Asia, Europe and America to perform a thorough six month empirical analysis on pre- and post- Financial Tsunami and another six month empirical analysis on pre- and post- European Debt Crisis. Our findings are that: (1) The correlation coefficients between Taiwan and other countries after the Financial Tsunami are significantly higher than those before the Financial Tsunami. (2) Even though the interaction of the rate of the return between Taiwan and other countries increases significantly, the debt crisis in Europe affects the interaction of stock markets non-significantly. According to the Granger causality test, the relationship of countries increases after the Financial Tsunami; however, there is no dramatic change after the debt crisis in Europe.
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