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Evaluating the relationship of the two stock markets, in this paper, the evidence results show that the proposed model is appropriate for Taiwan and Japanese stock markets. The evidence result also indicates that the two study market is a positive relation. The average estimation value of correlation coefficient equals to 0.408, which implies that the two study markets, is synchronized influence. On the other hand, the study result also shows that the two stock markets do not have asymmetrical effect. The study result also indicates that U.K. and U.S. stock return rate volatilities affects the return rate volatilities of Taiwanese stock market, and U.K. and U.S. stock return rate volatilities also affects the return rate volatilities of Japanese stock market. Besides, U.S. stock return volatility rates also truly affects the variation risks of two study markets.
CHING-HUEI CHEN, WANN-JYI HORNG. (2019) Relation Analysis of Taiwan and Japan Stock Markets with the Factors of U.S. and U.K. Stock Markets, International Review of Management and Business Research, Volume 8, Issue 4.
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