Comovement of International Stock Market from the perspective of a nonparametric approach
Most of the past studies regarding the comovement of the international stock markets deal with the potential gains to investors from international portfolio diversification. In general, these studies suggested that considerable gains were available to investors who diversify internationally due to t...
| Main Author: | Othman Yong |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Penerbit Universiti Kebangsaan Malaysia
1992
|
| Online Access: | http://journalarticle.ukm.my/7950/ http://journalarticle.ukm.my/7950/1/1614-3047-1-SM.pdf |
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