Global Versus Regional Systematic Risk and International Asset Allocations in Asia
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Graciela L. Kaminsky & Richard K. Lyons & Sergio L. Schmukler, 2001.
"Mutual Fund Investment in Emerging Markets: An Overview,"
The World Bank Economic Review, World Bank, vol. 15(2), pages 315-31-340.
- Kaminsky,Graciela & Lyons,Richard K. & Schmukler,Sergio L., 2001. "Mutual fund investment in emerging markets - an overview," Policy Research Working Paper Series 2529, The World Bank.
- Yimin Zhang & Ronald Zhao, 2003. "Risk under "One Country and Two Systems": Evidence from Class A, B and H Shares of Chinese Listed Companies," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 6(02), pages 179-197.
- Chelley-Steeley, Patricia, 2004. "Equity market integration in the Asia-Pacific region: A smooth transition analysis," International Review of Financial Analysis, Elsevier, vol. 13(5), pages 621-632.
- Seungwook Bahng & Seung-Myo Shin, 2004. "Interactions of stock markets within the greater China economic bloc," Global Economic Review, Taylor & Francis Journals, vol. 33(3), pages 43-60.
- Wang, Yunjong, 2004. "Financial cooperation and integration in East Asia," Journal of Asian Economics, Elsevier, vol. 15(5), pages 939-955, October.
- Richard Pomfret, 2005. "Sequencing Trade and Monetary Integration," Others 0502004, University Library of Munich, Germany.
- Pomfret, Richard, 2005.
"Sequencing trade and monetary integration: issues and application to Asia,"
Journal of Asian Economics, Elsevier, vol. 16(1), pages 105-124, February.
- Richard Pomfret, 2004. "Sequencing Trade and Monetary Integration: Issues and Applications to Asia," School of Economics and Public Policy Working Papers 2004-14, University of Adelaide, School of Economics and Public Policy.
- Eichengreen, Barry & Park, Yung Chul, 2003.
"Why Has There Been Less Financial Integration In Asia Than In Europe?,"
Department of Economics, Working Paper Series
qt6823v94w, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Eichengreen, Barry & Park, Yung Chul, 2003. "Why Has There Been Less Financial Integration In Asia Than In Europe?," Institute of European Studies, Working Paper Series qt6823v94w, Institute of European Studies, UC Berkeley.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Antoine A. Djogbenou, 2024. "Identifying oil price shocks with global, developed, and emerging latent real economy activity factors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(1), pages 128-149, January.
- Jushan Bai & Shuzhong Shi, 2011. "Estimating High Dimensional Covariance Matrices and its Applications," Annals of Economics and Finance, Society for AEF, vol. 12(2), pages 199-215, November.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Cavoli, Tony, 2012. "Exploring dimensions of regional economic integration in East Asia: More than the sum of its parts?," Journal of Asian Economics, Elsevier, vol. 23(6), pages 643-653.
- Tze-Haw Chan & Chee-Wooi Hooy & Ahmad Zubaidi Baharumshah, 2012. "A structural VARX modelling of international parities between China and Japan in the liberalization era," Economics Bulletin, AccessEcon, vol. 32(1), pages 730-736.
- Jamshaid ur Rehman & Tasneem Zafar & Shabbir Ahmad & Aftab Anwar, 2022. "In Search of Common Currency Anchor for ASEAN+3+3 Countries," Journal of Policy Research (JPR), Research Foundation for Humanity (RFH), vol. 8(3), pages 237-264, September.
- Sven W. Arndt, 2008. "Production Networks And The Open Macroeconomy," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 53(03), pages 509-521.
- Chan, Tze-Haw, 2011. "A structural modeling of exchange rate, prices and interest rates between Malaysia-China in the liberalization era," MPRA Paper 32955, University Library of Munich, Germany.
- Malgorzata Jakubiak & Anna Kolesnichenko & Wojciech Paczynski & John Roberts & Sinan Ülgen, 2007. "The New EU Frontier: Perspectives on Enhanced Economic Integration," CASE Network Reports 0071, CASE-Center for Social and Economic Research.
- Richard Pomfret, 2007.
"Is Regionalism an Increasing Feature of the World Economy?,"
The World Economy, Wiley Blackwell, vol. 30(6), pages 923-947, June.
- Richard Pomfret, 2006. "Is Regionalism an Increasing Feature of the World Economy?," The Institute for International Integration Studies Discussion Paper Series iiisdp164, IIIS.
- Peter Wilson & Keen Meng Choy, 2007.
"Prospects for enhanced exchange rate cooperation in East Asia: some preliminary findings from generalized PPP theory,"
Applied Economics, Taylor & Francis Journals, vol. 39(8), pages 981-995.
- Peter Wilson & Keen Meng Choy, 2006. "Prospects For Enhanced Exchange Rate Cooperation In East Asia : Some Preliminary Findings From Generalized Ppp Theory," Macroeconomics Working Papers 22585, East Asian Bureau of Economic Research.
- Pui Sun Tam, 2018. "Economic Transition and Growth Dynamics in Asia: Harmony or Discord?," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 60(3), pages 361-387, September.
- Richard Pomfret, 2011. "Regional Integration in East Asia," Chapters, in: Miroslav N. Jovanović (ed.), International Handbook on the Economics of Integration, Volume I, chapter 16, Edward Elgar Publishing.
- Langhammer, Rolf J. & Schweickert, Rainer, 2006. "EU integration and its implications for Asian economies: What we know and what not," Kiel Working Papers 1264, Kiel Institute for the World Economy (IfW Kiel).
- Chan, Tze-Haw, 2012. "Assessing the international parity conditions and transmission mechanism for Malaysia-China," MPRA Paper 38930, University Library of Munich, Germany.
- Richard Pomfret, 2009. "Regionalism in the Asia-Pacific Region: How Wide, How Deep?," School of Economics and Public Policy Working Papers 2009-31, University of Adelaide, School of Economics and Public Policy.
- Richard Pomfret, 2005.
"Regional Trade Agreements,"
School of Economics and Public Policy Working Papers
2005-15, University of Adelaide, School of Economics and Public Policy.
- Richard Pomfret, 2005. "Regional Trade Agreements," International Trade 0511002, University Library of Munich, Germany.
- Richard Pomfret, 2005. "Currency Areas in Theory and Practice," The Economic Record, The Economic Society of Australia, vol. 81(253), pages 166-176, June.
- Pomfret, Richard & Sourdin, Patricia, 2009. "Have Asian trade agreements reduced trade costs?," Journal of Asian Economics, Elsevier, vol. 20(3), pages 255-268, May.
- Peter Wilson & Keen Meng Choy, 2007.
"Prospects for enhanced exchange rate cooperation in East Asia: some preliminary findings from generalized PPP theory,"
Applied Economics, Taylor & Francis Journals, vol. 39(8), pages 981-995.
- Peter Wilson & Keen Meng Choy, 2006. "Prospects For Enhanced Exchange Rate Cooperation In East Asia : Some Preliminary Findings From Generalized Ppp Theory," Macroeconomics Working Papers 22585, East Asian Bureau of Economic Research.
- Peter Wilson & Choy Keen Meng, 2006. "Prospects For Enhanced Exchange Rate Cooperation in East Asia: Some Preliminary Findings from Generalized PPP Theory," SCAPE Policy Research Working Paper Series 0601, National University of Singapore, Department of Economics, SCAPE.
- Langhammer, Rolf J. & Schweickert, Rainer, 2006. "EU integration and its implications for Asian economies: What we do and do not know," Journal of Asian Economics, Elsevier, vol. 17(3), pages 395-416, June.
- Genberg, Hans & Siklos, Pierre L., 2010.
"Revisiting the shocking aspects of Asian monetary unification,"
Journal of Asian Economics, Elsevier, vol. 21(5), pages 445-455, October.
- Hans Genberg & Pierre L. Siklos, 2009. "Revisiting the Shocking Aspects of Asian Monetary Unification," Working Papers 192009, Hong Kong Institute for Monetary Research.
- Zhuo Qiao & Keith Lam, 2011. "Granger causal relations among Greater China stock markets: a nonlinear perspective," Applied Financial Economics, Taylor & Francis Journals, vol. 21(19), pages 1437-1450.
More about this item
Keywords
Systematic risk; Asset allocation; Portfolio management;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G20 - Financial Economics - - Financial Institutions and Services - - - General
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:cuf:journl:y:2006:v:7:i:1:p:77-89. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Qiang Gao (email available below). General contact details of provider: https://edirc.repec.org/data/emcufcn.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.