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    Time-varying conditional correlation : effect on international portfolio diversification in Southeast Asia Tekijä Mikkonen, Teemu

    Julkaistu 2017
    “…This paper investigates the correlations and the portfolio diversification benefits between the stock markets of the US and chosen Southeast Asian emerging markets; Philippines, Indonesia, Malaysia and Thailand. Moreover, this study provides results from both the US and the Indonesian investor’s perspectives. …”
    Hae kokoteksti Hae kokoteksti
    Pro gradu
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