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- W2019329676 abstract "The empirical results show that the dynamic conditional correlation (DCC) and the bivariate IGARCH (1, 1) model is appropriate in evaluating the relationship of the Singapore and the Japan's stock markets. The empirical result also indicates that the Singapore and the Japan's stock markets is a positive relation. The average estimation value of correlation coefficient equals to 0.495, which implies that the two stock markets is synchronized influence. Besides, the empirical result also shows that the Singapore's and Japan's stock markets do not have the asymmetrical effect. The return volatility of the Singapore and Japan's stock markets receives the influence of the U.S. and the U.K. return volatility rates. The square item of U.S. and U.K. stock market returns affects the variation risk of the Singapore's stock market. And the square item of U.S. stock market returns also affects the variation risk of the Japan's stock market." @default.
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- W2019329676 date "2010-08-01" @default.
- W2019329676 modified "2023-09-25" @default.
- W2019329676 title "An Influence of U.S. and U.K. Stock Market Returns for Two Stock Markets: An Evidence Case by Singapore and Japan's Stock Markets" @default.
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- W2019329676 doi "https://doi.org/10.1109/icmss.2010.5578218" @default.
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