Showing 1 - 10 of 5,619
Persistent link: https://www.econbiz.de/10003356569
Persistent link: https://www.econbiz.de/10003881635
This article investigates the dynamics of correlation between 11 Asian stock markets and the US stock market. By utilizing the method of 'principal components', we identify a single latent factor that can explain a major portion of variation in the weekly returns of these 11 markets from 1993 to...
Persistent link: https://www.econbiz.de/10003963165
Persistent link: https://www.econbiz.de/10008992062
Persistent link: https://www.econbiz.de/10001895498
Persistent link: https://www.econbiz.de/10001233846
Persistent link: https://www.econbiz.de/10001249947
Persistent link: https://www.econbiz.de/10001754275
Persistent link: https://www.econbiz.de/10001770767
Persistent link: https://www.econbiz.de/10010344103