Browsing by Author "Tian Wang"
The Long Run Relationship between the Value of Chinese Yuan and Stock Market Return in Five Countries of the Association of Southeast Asian Nations From 2005-2013 Tian Wang; Witsaroot Pariyaprasert (2015)
The research analyzes the long run relationship between the value of Chinese Yuan and stock market return in five countries of the Association of Southeast Asian Nations (Indonesia, Malaysia, the Philippines, Singapore and Thailand) from 2005-2013 by using daily data. The conditional work measured by Granger causality model. The value of Chinese Yuan under five selected countries were used as dependent variables. While the stock market index and trading volume of stock market were used as independent variables. The results show ...