Potensi dan Prospek Pelbagaian Serantau Kes Rantau ASEAN

Ismail Ibrahim, Kamaruddin Sharif


Kajian ini cuba mengenalpasti sama ada terdapat asas untuk pelbagaian antarabangsa di kalangan pasaran saham rantau ASEAN. Untuk menikmati faedah pelbagaian serantau hubungan di antara pasaran-pasaran ini, yang
diukur melalul koefislen korelasi mestilah tidak bersifat positif sempurna dan agak stabil mengikut masa. Sungguhpun koefislen korelasi antara pasaran-pasaran
ini menunjukkan terdapat asas untuk mencapai faedah pelbagaian, namun hubungannya tidaklah stabil yang memberi implikasi bahawa pergerakan harga masa depan pasaran-pasaran ini tidak mungkin dapat diramalkan.

This study tries to identify if there is any basis to achieve the gains of international diversification among the stock markets in ASEAN region. To achieve the benefit of international diversification, the relationship among
these markets which is measured by the correlation coeficient must be less than perfectly positively correlated with each other and it must be stable over time. Although the correlation coeficients of these markets shows that the
regional diversification is beneficzal, the interrelatioship is not stable which means that the future price movements of these markets could not be predicted.

Full Text:



  • There are currently no refbacks.


The editors and publisher of Jurnal Pengurusan have made every possible effort to verify the accuracy of all information contained in this publication. Any opinions, discussions, views and recommendations expressed in the article are solely those of the authors and are not of Jurnal Pengurusan, its editors or its publisher. Jurnal Pengurusan, its editors and its publisher will not be liable for any direct, indirect, consequential, special, exemplary, or other damages arising therefrom.