Jabatan Kewangan
Fakulti Pengurusan Perniagaan
Umversiti Kebangsaan Malaysia
43600 UKM Bangi
Selangor Darul Ehsan
Jabatan Kewangan Fakulti Pengurusan Perniagaan Umversiti Kebangsaan Malaysia 43600 UKM Bangi Selangor Darul Ehsan
Abstract
This study tries to identify if there is any basis to achieve the gams of mternatlOnal diversification among the stock markets in ASEAN region. To achieve the benefit of international diversification, the relationship among these markets which is measured by the correlation coefficient must be less than perfectly positively correlated with each other and it must be stable over time. Although the correlation coefficients of these markets shows that the regional diversification is beneficial, the interrelationship IS not stable which means that the future price movements of these markets could not be predicted.
Keywords
Citation
@article{ibrahim1994potensi,
title={Potensi dan Prospek Pelbagaian Serantau Kes Rantau ASEAN},
author={Ibrahim, Ismail and Sharif, Kamaruddin},
journal={Jurnal Pengurusan},
number={},
pages={9—16},
doi={},
publisher={Penerbit UKM},
}
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