An investigation of global and regional integration of ASEAN economic community stock market : dynamic risk decomposition approach
Year of publication: |
2016
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Authors: | Lee, Geesun ; Jeong, Jinho |
Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 52.2016, 7/9, p. 2069-2086
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Subject: | AEC | diversification | dynamic risk decomposition | market integration | Regionale Wirtschaftsintegration | Regional economic integration | Marktintegration | Market integration | ASEAN-Staaten | ASEAN countries | Dekompositionsverfahren | Decomposition method | Aktienmarkt | Stock market | Wirtschaftsintegration | Economic integration | Portfolio-Management | Portfolio selection | Diversifikation | Diversification | Internationaler Finanzmarkt | International financial market |
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