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Diversifying in the Integrated Markets of ASEAN+3


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  • Product Description

There is evidence that globalization, economic assimilation and integration among countries and their financial markets have increased correlation among stock markets and the correlation may in turn impact investors'' allocation of their assets and economic policies. We have conducted a quantitative study with daily stock index quotes for the period January 2000 and December 2009 in order to measure the eventual correlation between the markets of ASEAN+3. This economic integration consists of; Indonesia, Malaysia, Philippines, Singapore, Thailand, China, Japan and South Korea. The purpose of the study is to conduct a research that will provide investors with information about stock market correlation within the chosen market. The main theories discussed are; market efficiency, risk and return, Modern Portfolio Theory, correlation and international investments. We found that most of the ASEAN+3 countries were strongly correlated with each other. Based on this we concluded that economic integration seems to increase correlation between stock markets.

Product Specifications
SKU :COC42837
AuthorEmelie Nordell and Caroline Stark
Number of Pages84
Publishing Year2010-08-19T00:00:00.000
Edition1 st
Book TypeInternational economics
Country of ManufactureIndia
Product BrandLAP LAMBERT Academic Publishing
Product Packaging InfoBox
In The Box1 Piece
Product First Available On ClickOnCare.com2015-01-08 00:00:00
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