Hubungan antara Pasaran Saham New York, Tokyo dan Australia dengan Pasaran Saham Negara-Negara ASEAN

Fauzias Mat Nor, Noreha Halid

Abstract


ABSTRACT
This paper attempts to provide a framework to look at the current and lag relationship from year 1990 to 1992 between every ASEAN stock market and ASEAN as a whole With major foreign markets especially those of New
York, Japanese, and Australian stock markets. The significant correlation coefficient With less than one shows that the diversification between some of these countries can reduce the risk. This study shows that the reaction of
ASEAN market in absorbing the events from the developed market is quite efficient.

ABSTRAK
Kertas ini cuba menyediakan sebuah rangka kerja untuk melihat perhubungan semasa dan kesan lat dan tahun 1990 hingga tahun 1992 di antara tiap-tiap dan keseluruhan pasaran saham ASEAN dengan pasaran saham asing terutamanya pasaran saham New York, Tokyo, dan Australia. Kolerasi koefisien yang signifikan dan kurang daripada satu pula menunjukkan bahawa risiko dapat dikurangkan dengan pempelbagaian antarabangsa antara beberapa negara berkenaan. Kesimpulan dan kajian
ini juga menunjukkan secara keseluruhannya tindak balas pasaran saham ASEAN dalam memasukkan peristiwa-peristiwa yang berlaku dalam pasaran pasaran saham utama agak efislen.

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