Correlation and portfolio diversification among South East Asia, emerging and developed countries
The specific objective of this paper is to generate and analyze the average correlation coefficient between Malaysian equity market and other selected countries equity markets during the period of 17 years from January 1987 to December 2003. The study employs Linear Regression Model to determine th...
| Main Authors: | , |
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| Format: | Conference or Workshop Item |
| Language: | English |
| Published: |
2008
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| Subjects: | |
| Online Access: | http://irep.iium.edu.my/10832/ http://irep.iium.edu.my/10832/ http://irep.iium.edu.my/10832/1/Correlation_and_portfolio_diversification_among_SEA_emerging_and_developed_countries.pdf |