IR @ Goa University

Does integration in the Asian frontier, emerging and developed stock markets conceal a hidden opportunity for portfolio diversification?

Show simple item record

dc.contributor.author AnjanaRaju, G.
dc.contributor.author Velip, S.P.
dc.date.accessioned 2020-12-30T05:23:49Z
dc.date.available 2020-12-30T05:23:49Z
dc.date.issued 2020
dc.identifier.citation Journal of Wealth Management. 23(4); 2021; 76-91. en_US
dc.identifier.uri https://doi.org/10.3905/jwm.2020.1.123
dc.identifier.uri http://irgu.unigoa.ac.in/drs/handle/unigoa/6321
dc.description.abstract In the current scenario where Asian markets are growing at an enormous rate, they present a lucrative opportunity for investors to reap better rewards. However, the steep rise in the interdependencies of the markets within the Asian belt has made the investment scenario complex for investors. This study examines the integrated behavior of frontier, emerging, and developed stock markets in Asia. The study used unconditional correlation analysis and a VAR framework for the period ranging from August 1, 2000, to March 31, 2019. In the course of the study, it emerged that the high-level integration between emerging and developed stock markets in this region creates an unfavorable landscape for portfolio diversification. However, there remains an exciting opportunity with safe asset allocation strategies to derive diversification benefits by investing in dynamic and surging Asian frontier stock markets. en_US
dc.publisher Pageant Media Ltd. en_US
dc.subject Commerce en_US
dc.title Does integration in the Asian frontier, emerging and developed stock markets conceal a hidden opportunity for portfolio diversification? en_US
dc.type Journal article en_US
dc.identifier.impf cs


Files in this item

This item appears in the following Collection(s)

Show simple item record

Search IR


Advanced Search

Browse

My Account