Comparative study of the price behavior between developed and emerging markets : how correlated they are?
This paper empirically investigates the relationship between the price behaviour of emerging and developed equity markets: degree of interdependence, significant differences between volatility, under- & over-reaction, corrections and price movements.
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| Main Authors: | , , |
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| Other Authors: | |
| Format: | Final Year Project |
| Published: |
2008
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/9133 |
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| Institution: | Nanyang Technological University |
| Summary: | This paper empirically investigates the relationship between the price behaviour of emerging and developed equity markets: degree of interdependence, significant differences between volatility, under- & over-reaction, corrections and price movements. |
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