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Financial Integration and International Portfolio Diversification: US, Japan and ASEAN Equity Markets

https://doi.org/10.1300/j098v07n01_02
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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1002/j.1873-5924.1993.tb00574.xopenalex-snapshot
DOES THE OCTOBER 1987 CRASH STRENGTHEN THE CO‐MOVEMENTS AMONG NATIONAL STOCK MARKETS?
inferredcites →https://doi.org/10.1006/jjie.1999.0436openalex-snapshot
International Interdependence and Business Cycle Transmission in ASEAN
inferredcites →https://doi.org/10.1007/978-3-662-02691-5openalex-snapshot
Introduction to Multiple Time Series Analysis
inferredcites →https://doi.org/10.1016/0022-1996(93)90073-7openalex-snapshot
Long-run purchasing power parity during the recent float
inferredcites →https://doi.org/10.1016/0161-8938(92)90003-uopenalex-snapshot
Testing weak exogeneity and the order of cointegration in UK money demand data
inferredcites →https://doi.org/10.1016/0165-1889(88)90041-3openalex-snapshot
Statistical analysis of cointegration vectors
inferredcites →https://doi.org/10.1016/0304-4076(94)01616-8openalex-snapshot
Statistical inference in vector autoregressions with possibly integrated processes
inferredcites →https://doi.org/10.1016/0304-4076(95)01753-4openalex-snapshot
Impulse response analysis in nonlinear multivariate models
inferredcites →https://doi.org/10.1016/0378-4266(93)90088-uopenalex-snapshot
International stock market linkages: Evidence from the pre- and post-October 1987 period
inferredcites →https://doi.org/10.1016/s0165-1765(97)00214-0openalex-snapshot
Generalized impulse response analysis in linear multivariate models
inferredcites →https://doi.org/10.1016/s0927-538x(97)00011-5openalex-snapshot
Capital market integration in the Pacific-Basin region: An analysis of real interest rate linkages
inferredcites →https://doi.org/10.1016/s1042-444x(00)00034-7openalex-snapshot
A study of cointegration and variance decomposition among national equity indices before and during the period of the Asian financial crisis
inferredcites →https://doi.org/10.1016/s1059-0560(00)00057-5openalex-snapshot
The relationship between developed equity markets and the Pacific Basin's emerging equity markets
inferredcites →https://doi.org/10.1016/s1062-9408(99)00026-1openalex-snapshot
NAFTA and North American stock market linkages: an empirical note
inferredcites →https://doi.org/10.1016/s1566-0141(01)00031-0openalex-snapshot
International portfolio diversification: US and Central European equity markets
inferredcites →https://doi.org/10.1080/00036840210139364openalex-snapshot
Financial integration and the ASEAN-5 equity markets
inferredcites →https://doi.org/10.1111/1467-8381.00073openalex-snapshot
The Impact of the US and Japanese Economies on Korea and Malaysia after the Plaza Accord
inferredcites →https://doi.org/10.1111/j.1468-0084.1989.mp51002006.xopenalex-snapshot
PRACTITIONERS CORNER: Maximum Likelihood Estimation of Cointegration Vectors: An Example of The Johansen Procedure‡
inferredcites →https://doi.org/10.1111/j.1468-0084.1990.mp52002003.xopenalex-snapshot
MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY
inferredcites →https://doi.org/10.1111/j.1540-6261.1973.tb01384.xopenalex-snapshot
INTERNATIONAL PORTFOLIO DIVERSIFICATION: A MULTIVARIATE ANALYSIS FOR A GROUP OF LATIN AMERICAN COUNTRIES
inferredcites →https://doi.org/10.1257/aer.103.1.iopenalex-snapshot
The American Economic Review
inferredcites →https://doi.org/10.1355/ae13-3bopenalex-snapshot
An Examination of ASEAN Stock Markets: A Cointegration Approach
inferredcites →https://doi.org/10.1355/ae15-2aopenalex-snapshot
Are the ASEAN Equity Markets Interdependent?
inferredcites →https://doi.org/10.1355/ae15-2bopenalex-snapshot
An Investigation of Economic Linkages among the ASEAN Group of Countries
inferredcites →https://doi.org/10.1355/ae20-1fopenalex-snapshot
Southeast Asian Stock Market Linkages: Evidence from Pre‑ and Post‑October 1997
inferredcites →https://doi.org/10.17578/1-2-4openalex-snapshot
Co-Movements of European Equity Markets Before and After the 1987 Crash
inferredcites →https://doi.org/10.2307/1269296openalex-snapshot
Introduction to Multiple Time Series Analysis
inferredcites →https://doi.org/10.2307/1913236openalex-snapshot
Co-Integration and Error Correction: Representation, Estimation, and Testing
inferredcites →https://doi.org/10.2469/faj.v30.n4.48openalex-snapshot
Why Not Diversify Internationally Rather Than Domestically?

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

inferred← citeshttps://doi.org/10.2139/ssrn.2161330openalex-extracted
Stock Market Integration and International Portfolio Diversification between U.S. and ASEAN Equity Markets
inferred← citeshttps://doi.org/10.1016/b978-0-12-411549-1.00025-9openalex-snapshot
Stock Market Co-movement in ASEAN and China
inferred← citeshttps://doi.org/10.1016/j.econmod.2015.06.024openalex-snapshot
Dynamic Asian stock market convergence: Evidence from dynamic cointegration analysis among China and ASEAN-5
inferred← citeshttps://doi.org/10.1016/j.mulfin.2008.10.001openalex-snapshot
Benefits of diversifying investments into emerging markets with time-varying correlations: An Australian perspective
inferred← citeshttps://doi.org/10.1080/09603107.2010.537634openalex-snapshot
Optimal portfolios: are they optimal for the long run?
inferred← citeshttps://doi.org/10.1108/imefm-02-2014-0017openalex-snapshot
Benefits of international portfolio diversification
inferred← citeshttps://doi.org/10.13122/sand_27443openalex-snapshot
Stock market and private consumption in Malaysia
inferred← citeshttps://doi.org/10.1504/ijbg.2015.070220openalex-snapshot
Diversification into other emerging nations: evidence from India
inferred← citeshttps://doi.org/10.1515/rebs-2020-0104openalex-snapshot
ECONOMIC INTEGRATION AND INVESTMENT OPPORTUNITIES: A STUDY ON ASEAN+3 COUNTRIES
inferred← citeshttps://doi.org/10.17576/pengurusan-2008-27-03openalex-snapshot
International Transmission of Stock Market Movement: Evidence from the Islamic Equity Markets
inferred← citeshttps://doi.org/10.22059/ijms.2013.30124openalex-snapshot
Econometrics and Metaheuristic Optimization Approaches to International Portfolio Diversification
inferred← citeshttps://doi.org/10.22495/cocv13i2p1openalex-snapshot
On ASEAN capital market and industry integration: A review.
inferred← citeshttps://doi.org/10.29145/eer/11/010103openalex-snapshot
Financial Cointegration of Emerging Economies: Evidence from Bivariate Cointegration and Granger Causality
inferred← citeshttps://doi.org/10.47176/tdass/2022.9openalex-snapshot
The Effect of Financial Data Noise on the Long-Term Co-Movement of Stock Markets
inferred← citeshttps://doi.org/10.51768/dbr.v13i1.131201211openalex-snapshot
International Diversification of Australian Equity Portfolios into Emerging Equity Markets
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