Correlation and benefits of portfolio diversification among equity markets of developed countries and emerging countries in South East Asia region

The specific objective of this paper is to generate and analyze the average correction coefficient of return, between the Malaysian equity market and equity markets in other selected countries during 17 year period from January 1987 to December 2003. The period of 17 years is further divided into 13...

Full description

Bibliographic Details
Main Authors: Haron, Razali, Zainal Abidin, Sazali
Format: Article
Language:English
Published: Faculty of Economics and Management, Universiti Putra Malaysia 2006
Subjects:
Online Access:http://irep.iium.edu.my/10516/
http://irep.iium.edu.my/10516/
http://irep.iium.edu.my/10516/1/correlation_and_benefits_of_portfolio_diversification_among_equity_markets.pdf