Meric, Meric , Ilhan; Kim, Joe H.; Gong, Linguo; Meric, … - In: Business and Economics Research Journal 3 (2012) 1, pp. 1-1
stock markets have been studied extensively. However, little attention has been given to the co-movements of Asian stock …) and Granger-causality (G-C) statistical techniques. We find that the contemporaneous co-movements of Asian stock markets … have become closer and portfolio diversification benefits with Asian stock markets have diminished over time during the …