Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/123609
Authors: 
Asongu, Simplice A.
Year of Publication: 
2013
Series/Report no.: 
AGDI Working Paper WP/13/035
Abstract: 
With financial globalization, investors can gain from diversification if returns from financial markets are stable and not correlated. However with volatility spillovers, increase in cross-market correlations exist as a real-effect and are not taken into account for asset allocation and portfolio composition. This chapter assesses financial contagion from two recent trends in the world economy: the global financial crisis and the 2011 Japanese natural disasters (tsunami, earthquake and nuclear crises).
Document Type: 
Working Paper

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