Dynamic correlation analysis in the ASEAN equity markets during 2009–2018
This study examines the static and dynamic correlations in the ASEAN equity markets. The importance of this research appears from the fact that practitioners can get the benefit if their investments yield the same or higher returns given lower or the same risk in their portfolio. Firstly, this advan...
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| Format: | Article |
| Language: | English |
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LLC "CPC "Business Perspectives"
2019-06-01
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| Series: | Investment Management & Financial Innovations |
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| Online Access: | https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/12125/IMFI_2019_02_Aumeboonsuke.pdf |