Did Focusing on Asia Pacific Emerging Markets Provide Much Benefit to Portfolio Diversification during the Late 2000s Recession?
This research studies the international co-movement among Asia Pacific emerging markets stock price indices during the late 2000s recession by using the monthly observations start from 1st October 2001 until 1st April 2011. The co-integration analysis and parsimonious Vector Error Correction Mode...
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| Format: | Article |
| Language: | English |
| Published: |
Universitas Indonesia
2013-01-01
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| Series: | Indonesian Capital Market Review |
| Online Access: | http://journal.ui.ac.id/index.php/icmr/article/view/1579 |