The relationship between stock markets of major developed countries and Asian emerging markets

DOI10.1155/S1173912604000136MaRDI QIDQ556510zbMATH OpenFDO

Authors Wing-Keung Wong, Richard Deane Terell, Karen Yann Ching Lim, Jack H. W. Penm

Publication date 21 June 2005

Published in Journal of Applied Mathematics and Decision Sciences (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/116622

zbMATH Keywords

cointegrationforeign securitiesinternational diversification

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)

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(5)

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• On the estimation of cost of capital and its reliability
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• Firm-Level Evidence on International Stock Market Comovement*
• What drives variation in the international diversification benefits? A cross-country analysis

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