Sökning: "Caroline Nordell"

Hittade 1 uppsats innehållade orden Caroline Nordell.

  1. 1. Diversifying in the Integrated Markets of ASEAN+3 : A Quantitative Study of Stock Market Correlation

    Kandidat-uppsats, Handelshögskolan vid Umeå universitet

    Författare :Caroline Stark; Emelie Nordell; [2010]
    Nyckelord :integration; correlation; ASEAN 3; stock market index; Modern Portfolio Theory; diversification;

    Sammanfattning : There is evidence that globalization, economic assimilation and integration among countries and their financial markets have increased correlation among stock markets and the correlation may in turn impact investors’ allocation of their assets and economic policies. We have conducted a quantitative study with daily stock index quotes for the period January 2000 and December 2009 in order to measure the eventual correlation between the markets of ASEAN+3. LÄS MER