Thai Stock Market in the Context of Global Stock Market Integration: An Econometric Analysis - Image 1

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LAP Lambert Academic Publishing Thai Stock Market in the Context of Global Stock Market Integration: An Econometric Analysis

Name: Thai Stock Market in the Context of Global Stock Market Integration: An Econometric Analysis
Brand: LAP Lambert Academic Publishing
Price: 60.0 GBP
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International Economics

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Description

This book provides an econometric analysis of the Thai stock market in the context of global stock market integration. Chapter 2 presents a comprehensive review on stock market integration. Chapter 3 examines whether stock prices for 16 countries are trend stationary or follow a random walk process using. Chapter 4 investigates the existence of cointegration and causality between the stock market price indices of Thailand and its major trading partners. The Gregory and Hansen (1996) test provide no evidence of a long-run relationship between the stock prices of Thailand and these countries. Chapter 5 explores the relationships between stock market returns of 13 countries. Factor analysis provides evidence that stock returns in a number of Asian countries are highly correlated and, based on the resulting robust factor loadings; they form the first well-defined common factor. Chapter 6 analyzes how 15 international stock markets and five key Thai macroeconomic variables influenced stock returns in Thailand. The results indicate that the Singapore stock market influenced the Thai stock market significantly in both the pre- and post-1997 periods.

Product Specifications

Brand: LAP Lambert Academic Publishing
Format: paperback
ASIN: 3844324496
Category: Books > Subjects > Business, Finance & Law > Economics > International Economics
Domain: Amazon UK
Release Date: 28 April 2011
Listed Since: 30 April 2011

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LAP Lambert Academic Publishing Thai Stock Market in the Context of Global Stock Market Integration: An Econometric Analysis

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