Global Versus Regional Systematic Risk and International Asset Allocations in Asia
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References listed on IDEAS
- Kaminsky,Graciela & Lyons,Richard K. & Schmukler,Sergio L., 2001. "Mutual fund investment in emerging markets - an overview," Policy Research Working Paper Series 2529, The World Bank.
- Chelley-Steeley, Patricia, 2004. "Equity market integration in the Asia-Pacific region: A smooth transition analysis," International Review of Financial Analysis, Elsevier, vol. 13(5), pages 621-632.
- Seungwook Bahng & Seung-Myo Shin, 2004. "Interactions of stock markets within the greater China economic bloc," Global Economic Review, Taylor & Francis Journals, vol. 33(3), pages 43-60.
- Wang, Yunjong, 2004. "Financial cooperation and integration in East Asia," Journal of Asian Economics, Elsevier, vol. 15(5), pages 939-955, October.
- Pomfret, Richard, 2005.
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- Richard Pomfret, 2004. "Sequencing Trade and Monetary Integration: Issues and Applications to Asia," School of Economics Working Papers 2004-14, University of Adelaide, School of Economics.
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- Jushan Bai & Shuzhong Shi, 2011. "Estimating High Dimensional Covariance Matrices and its Applications," Annals of Economics and Finance, Society for AEF, vol. 12(2), pages 199-215, November.
More about this item
KeywordsSystematic risk; Asset allocation; Portfolio management;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G20 - Financial Economics - - Financial Institutions and Services - - - General
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