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    Please use this identifier to cite or link to this item: http://asiair.asia.edu.tw/ir/handle/310904400/2103

    Title: The Connection of Stock Markets on the SARS Hurt Area
    Contributors: Department of Finance, Lingtung University of Technology
    Keywords: SARS;causality test;impulse responsevariance decomposition;white noiseunit root test.
    Date: 2006-07
    Issue Date: 2009-10-13 15:22:32 (UTC+8)
    Publisher: Asia University
    Abstract: In 2003, the infectious disease known as Severe Acute Respiratory Syndrome (SARS) struck
    several countries of Southeast Asia and resulted in social and economic disruption, especially in
    Taiwan, China, Hong Kong, and Singapore. The first case of SARS was found in Guangdong Province,
    Canton after a Cantonese used the meat of a civet, a small cat-like animal, in a meal. Subsequently, the
    SARS virus spread from Canton Province to Shanghai, and then to the whole of China. Later, SARS
    reached Hong Kong and then spread to Singapore and Taiwan. This study intends to apply time series
    methods, such as Grangers’ causality test, Sam’s impulse response analysis and forecast error variance
    decomposition, to analyze the dynamic movement of composite indexes of five stock markets in the
    SARS infected areas. The results show that, during the SARS period, the paths of the movement of
    stock market indices on the countries in the infected areas look like the paths of SARS transmission and
    Relation: Asian Journal of Management and Humanity Sciences 1(2):236-251
    Appears in Collections:[Asian Journal of Management and Humanity Sciences] v.1 n.2

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