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Presents an integrating theoretical and empirical study of the co-movement and time-varying correlations between the stock markets of China and other BRICS, the United States and Australia. The book is motivated by the global integration of capital markets and the resultant decline in the potential benefits of diversification.

Produktbeschreibung
Presents an integrating theoretical and empirical study of the co-movement and time-varying correlations between the stock markets of China and other BRICS, the United States and Australia. The book is motivated by the global integration of capital markets and the resultant decline in the potential benefits of diversification.
Autorenporträt
Kejia Yan holds a Doctor of Philosophy in Business Research Candidate of Griffith University. He holds a Master of Applied Finance from Queensland University of Technology. He has been awarded Griffith University Award for Academic Excellence 2014-2015.